Is it worth it? Depends on what you are looking to get out of it. In my opinion (and I say this as someone who has installed "upgraded" caps in all of my Bottlehead builds), they don't make a huge difference in terms of sound. But they are fun to install, give me piece of mind, make me more attractive and got me elected "coolest guy on the block", so yeah, it was worth it.
I have installed ClarityCap ESA and SA caps. I haven't tried the MR series, which - based on ClarityCap's marketing materials - don't seem all that different from the ESA series, yet cost a LOT more. I've heard that the new Mundorf caps are huge (I think someone said so here on Bottlehead, but I'm not sure.) For my money, the ESA caps seem like the sweet spot in terms of price vs. (at least theoretical) performance. But everyone sees this stuff differently, so...