IMHO, it's only worth it if you work with audio, or for decoding MP3s. There are a few games and demos that make use of AHI, but native Paula is always faster... for example, Quake loses several FPS when using an audio card over Paula, music/mp3 playback also uses around 10-15% less CPU (unless you're the lucky owner of a card with a hardware decoder).
This has been my experience anyhow with Z2 and the A1200 clockport.