The decision to add RSS to a site should be made while considering the type of site and what purpose you want the feed to serve. If you're not adding content on an almost daily basis, forget about RSS.
If your site is news and information based and you regularly add content, then consider adding a feed.
You don't have to use FeedBurner or Feedblitz os similar systems to deliver your feed, however, people that aren't familiar with RSS may be confused when they click on that RSS icon and receive that XML page. Another reason for considering the use of a delivery system like FeedBurner is the stat tracking. Google Reader now reports subscriptions to FeedBurner as well.
If you're trying to position your site(s) as an authority in your industry, then by all means get your feed in the mix. Add some chicklets and let the RSS savvy folks subscribe via the service of their choice.
If you decide to offer a feed, then you have to decide on a full or partial feed. If you don't accept comments, then opt for a partial feed. If you do accept comments, you still have to make a decision about full versus partial feeds and that's a matter of some debate. Personally, I feel full feeds grow readership and weed out some potentially meaningless comments. Why bother to go the extra click just to say, 'nice blog' or 'your blog bites'?
You can place ads in your RSS, but I tend to eliminate feeds from my reader that throw too many ads my way.
If you do decide to add feeds, place a few links to some feed readers, like Sharpreader or NewzCrawler, or services like Google Reader or Rojo. Place those links near your subscription buttons.
My suggestion would be to try RSS if you think it's a fit for your sites. You can always remove the feeds if they don't work for you.
Is it worth it?
Depends on what your expectations are.