Absolutely it is worth reloading lead bullets!
All I load is commercial lead bullets. .357, .44spec, .44mag, .45ACP, .45 Colt and of course round ball for the BP guns. I haven't got into casting yet, but buying commercial you still save a bundle over jacketed. Cartridge loading is no different than jacketed. Crimp into the crimp groove if you have one, otherwise (like .45ACP) do you COL check and taper crimp.
I've used lead bullets from 600fps to 1300fps with no leading. Never have used a gas check either.
There are some things to know, like throat diameter to bore diameter, forcing cone angle, lead hardness, bullet size, and bore constrictions to minimize/eliminate leading. For example, in a Ruger SA, the cylinder throats are usually under size. This causes the bullet to be undersize when it hits the bore and causes leading/inaccuracy. Reaming them out to .452 and problem solved. You want to 'seal' the bore. This is the biggest concern when shooting .45 Colt. In one of my revolvers the group size was cut in half after this was done. Then there is slower the bullet, the softer the bullet, faster the bullet, the harder the bullet. I'll stop here, as you can find many discussions on the subject around the net on lead hardness, fire-lapping/taylor throating to remove constrictions, etc.
Remember you don't have to do all these things ... just if you have a leading problem, then start looking around for 'why'. Usually it is one or more of the above problem areas.
A clinger. When guns are outlawed, only outlaws will have guns. Single Action .45 Colt (Sometimes improperly referred to by its alias as the .45 'Long' Colt or .45LC). Don't leave home without it. Ok.... the .44Spec is growing on me ... but the .45 Colt is still king.