Considering all the people who have been hacked, it is totally worth it.
The main way hackers obtain your log ins is a small program called a key logger, which they plant into your PC in some way or another. Usually, through the game's fan sites and forums. This logs each key you press and in what program/field, and then sends the data back to the hacker. A security token creates a new passcode each time, so even if they had your log ins, they wouldn't be able to log in to you account through the game.
And if you lose a security token, you can order a new one. For a small fee of course.
This post has been edited by Vigilous: 17 July 2010 - 06:55 AM