Based on my own experience I can say it is worth it. One of my hubs gets Amazon sales almost every day. But you have to do it right. There are several things to consider:
1. Amazon capsules (as well as in-text Amazon links) need to be 100% related to the subject mentioned in the title of the hub.
2. Don't overwhelm the reader. I found that when I removed extra capsules and left just one, I actually got more sales. I started doing this when HubPages snipped one and it improved my Amazon sales. So I started snipping my other hubs.
3. Add content into the Amazon capsule itself describing your experience with the product. If you don't use it yourself, you are wasting your time with Amazon.
4. You MUST be a user of the product and show authority of knowing it from first-hand experience.
5. If you just add stuff hoping to make sales, you will not only waste your time, but you will upset you readers since it looks like spam. The side effect is that readers will leave and Google will lower the ranking on your hub due to short view duration. (You can see view duration in your stats).
6. Only include Amazon ads or links if it definitely provides value to the reader. Imagine you are the reader and determine honestly if you would order the item. If there is any doubt, don't include it in your hub.
Remember - failing to follow these rules will not only be a waste of time, but it will hurt your overall success with ranking your hub in the SERPS.