The last comma

So, to comma or not to comma? Chris and I are having a debate and I need people on my side. So all one of my readers, please weigh in. Here's the question: when writing out a list, do you put in a comma before the last item or not? For example, is it:

Critical thinking, adventure, and exploration.

or is it

Critical thinking, adventure and exploration.

???

Inquiring minds want to know.