Yes, it's worth doing.
I use the sheets of foil backed bitumen sheets that Jaycar used to sell. I stick on the inside surface of both the outer skin and inner skin. It's very easy to apply, you just press them on and they stick. Also pull out the back seats, and put them on the wheel arches, and other bar metal surface I can see.
Then you should cut out sheets of MDF to block all the service holes in the inner door skin.
Lastly, I pull out the carpet, and lay 3/4 inch thick felt over the entire floor of the cabin, then re-install carpet and seats.
I've given people a lift in my car, and without them knowing what I've done, they've commented on how quiet it is inside the car.
Tweeter placement can be critical. I had my tweeters on long lengths of cable and stuck them on with blu-tack, trying several locations before finding the optimal location and securing them permanently.
I watched a TV show on the Rolls Royce factory recently, and basically their sound proofing was almost exactly what I've done.