The Saturn is worth owning if:
1) You like Sega games - it's got them, including some great ones. Expect games with small amounts of content that you're expected to replay a lot to master -- the system has a lot of that.
2) You like shmups - Probably the system's best genre; just know that most titles are import-only and expensive.
3) You like mid '90s fighting games - The Saturn has some good ones, both 2d and 3d. Many are dated and newer titles in their franchises are better, but some of them are well worth having...
4) You like mid '90s 3d games - These games are cheap, and some are actually good. People usually overlook these games in favor of the expensive stuff, but don't do that in every case!
It's not worth owning if you want a cheap system -- the system isn't the cheapest, the best games are expensive, and you need accessories (3D Controller, memory card or Action Replay 4-in-1 cart, maybe also a Mission Stick and Arcade Racer if you really like the system) and import games (presumably from ebay) to get the most out of it... though I do think that the cheaper, 3d US-released titles are often better than given credit for. Some aren't good, but others are. It's also not worth owning if none of the four things I listed above apply to you, of course.