It's worth it if you shoot enough. But I don't think it offers the cost savings that it used to anymore since component costs have skyrocketed. For me I get pleasure out of it more than anything else, and you just need to set aside some time to do it. Tuning loads to make your centerfire arm the most accurate can be pretty rewarding.
You are also describing two disciplines here; shotshell reloading for shotgun with steel shot (which requires some different equipment than reloading with lead shot) and metallic cartridge reloading for rifle and pistol. All require their own specialized equipment and the suggestions offered here are all good ones. You will, over time, amass quite a bit of equipment if you get into it. The best part is you get so much, and if you have a room to put it in, no one ever wants to go in there and bother you! Except my three kids, who reload shotshells regularly for me. So, read up as much as you can about the subject and see if it's for you.