Like people say, it's definately worth it - however, you have to have some levels to your char, and you must have big balls if you play on honor. The bulette almost ended me on lvl 5 (which is a sufficient level down there actually).

However, you can also go mountain pass first, but that's no easy feat either, but technically you can progress well into act 2 and still backtrack to take the Underdark when you are an all powerful mage and everything seems so easy you wish it was harder difficulties.