Well, I wouldn't really recommend buying the boxsets... but if you can catch them, yeah - they're worth a watch. Especially the "Death of the Doctor" Ep: It makes Continuity Porn Overload a plot point!
To be honest, they could have left the show at the last one "Goodbye Sarah Jane Smith" and it would have been a fitting end to the show. It certainly stands as a fitting tribute to Liz Sladen and the role she's played in the whoniverse.
Quite a number of them set-up or deal with the fall-out of Doctor Who proper stories.
I hate the fact that they come in two-parts: there's been a Part 1 shown as part of the Kids selection every time I fly --- and never the Part 2. I still don't know why that bloody Sontaran was running around in the woods. -.-