I've only been to one: the Canadian Open. Was it worth it? Yes, for the experience and ambience, but I don't think I would ever go again. For me, it's like most live sports events: they're fun because you are amidst the atmosphere and energy, but you don't get to see half of what you see on TV. For golf, you see more like a tenth. I got to the point where we were walking around the course and I was thinking, "Yep, there's another golf shot."
But YMMV. I may just not be enough of a sports fan. There are only two sports events that I have really enjoyed live: basketball and football (and for basketball, you better have good seats -- I have seen it from the second row from the court and the second 2 row from the rafters, and the one near the rafters was pretty boring).
As for other sports:
- soccer, boring, but maybe I just didn't get it;
- baseball, can be like watching paint dry, particularly if your seats are bad;
- hockey, okay, but certainly isn't as exciting as you would think
But watching all of these sports is like being on speed once you go watch figure skating. OMG!!! An ex-GF of mine, a figure skater, took me to see the Canadian Championships. Fuuuuuuuuuckkkk!!! The only reason I didn't get up and walk out was that it would have ruined any chance of seeing my gf naked ever again (and that sport was really fun).