Yes, it's worth the trouble
In my opinion, collecting a vintage set is worth the trouble when you keep the condition consistent for each card in the set. For example, Near Mint with no worse than 65/35 centering. You'll probably spend more than what you would if you just bought the set, but it's hard to find a high grade set that's consistent from card #1 all the way through anyway. They rarely show up for sale or at auction. Most nice sets that do make it for sale or at auction have some percentage of "problem" cards that need upgrading.
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