"Is it worth it", it is to me. I load because I enjoy it and for accuracy. Loading for the 7.62x39 will give you a much better choice of bullet weights and types.
Brass is available in Win and Lapua. Remington no longer has it listed as a component and places like Midway, MidSouth and Cabela's no long have it in stock. I purchase my Lapua brass here,
http://www.superiorshooterssupply.com/catalog_page.cfm?queries_index=index6&title_ba r=Components&ProductCode=9
It is the best brass made and is cheaper than Win.

Bullet selection depends on what you want to shoot and bore dia. My Ruger is a .308 bore while most 7.62x39's are .310. For paper punching and general all around fun shooting just pick the bullet that is most acurate in your rifle. For hunting select a bullet that will expand and penatrate at the slower velocities of the 7.62. Bullets like the Ballistic Tips or any of the 30-30 class bullets will do fine. Tough bullets designed for high speed rifles will not expand properly and just pencil through.
Lots of good powders for this round. AA 1680 was designed especially for it and works well with all bullet weights. Two of my favorite powders are VV 130 and H 322.