Ya, they're definatly worth the money and weight. I've been stuck several times where it's either okward (sp?) or impossible for someone to pull me out with a strap. And of course, it's always a vehicle with a winch that comes to the rescue and has no trouble at all.
It's also cool to know you can try any obstacle and know that you have a way out...with the winch!
Warn is the only kind i've had any experience with...and all I can tell you is they are worth the money!! Oh, and get a good cover with whichever winch you go with--it helps them last a LOT longer.