Yes, it's worth it. In terms of psychological drama it's at the top. Sopranos is great because of how the develop the characters. Unlike other shows though, the sopranos shows us the psychological development of the characters through their dreams, fears, projections, interactions and culture. It's a very deep show. Also as someone else said it's second to none in the dialogue department. I could go on and on about the show and the hidden subtleties and meanings involved. One thing I love is the intrusion of the paranormal in the show that projects an ominous mood: Chris seeing the Raven before and after he gets made, Paulie seeing mother Mary, Paulie waking up at 3am every night thinking Mikey Palmice is tormenting him from hell, Chris's near death experience in hell, Tony's nightmares about his mother (really preparing him for death), The cat starting at Chrissy picture, etc.
This may be the dopest scene in the whole show, as in captures the psychological effect a painting has on the main character. Note the eggs on the ground at the end (recurring symbolism involving death). Right after this scene he kills his cousin who he was protecting from a rival family. These pictures are projected images from his subconscious on who he thinks he is or should be. I read an analysis of this scene where a guy said Tony throwing away the painting is symbolic of his giving up on his notions of being a good man. Anyways, yes the show is worth the accolades