Yes, definitely worth it.
Because they end up so clean and delicious, consider a few things:
-make sure your cleanliness is top notch as any trace of infection will stand out
-give a long boil (90min) to get rid of DMS. I would suggest a fast cool too, but the no-chillers will argue (probably correctly) that the long boil will get your DMS off anyway.
-get chlorine out of your water, and don't use bleach
-you will notice a big difference after a week of lagering, but 2-3 weeks is generally pretty good
-ttreat your yeast nicely, ie slow temperature changes and try to let the temp rise naturally for the diacetyl rest, ie don't pump heaps of heat through your heat belt. Cool it say 0.3-0.5°C every 8-12hrs,ie change the setpoint on your freezer frequently in small amounts rather than in one big go every day or two
Enjoy...