I can handload for my 257 Weatherby, using premium (Barnes TSX) bullets, and keep my cost just under $20/box, and with semi-premium bullets (Nosler BT) for about $12-13/box. Or I could buy Weatherby factory ammo with the same bullets for $80 and $70 per box, respectively. Just for that one cartridge I'm saving almost $60/box, meaning that my loading 5 boxes of ammo I've paid for my Rockchucker kit and dies for this cartridge completely. By the time I've reached 10 boxes I'll have paid for my entire handloading setup in full. And my ammo is better than any factory ammo available. So yeah, it's worth it for me to handload.
Handloading the more popular cartridges like the 30-06, 243, 7mm Rem Mag, 308 Win, etc... won't save you quite as much money since factory ammo is far cheaper than the Weatherby stuff, but you'll still save some money, and you'll get higher quality ammo with the components you choose rather than being limited to whatever a factory brand chooses to offer. The downside is that handloading (if done right) takes considerable time, which some folks these days just don't have. But for me it's a relaxing hobby within a hobby.
Mike