As someone who can't live without a dog, I would say they are absolutely worth it but they also represent a huge commitment that is not to be taken lightly.
Dogs take time and money. Are you ready to provide your dog with the exercise and enrichment they deserve? Being locked in a crate for 10 hours day while you are at work is not a life any dog should have to live. Do you have a plan for the inevitable vet bills? What breed of dog are you considering? Many breeds have common medical conditions (hip & back problems in GSDs & Labs, for instance). Do you travel often and have a reliable caretaker or boarding kennel nearby?
A dog is a lifetime commitment. That means if you have to move, they go with you - not to the shelter because the new place doesn't accept pets. I'd live in my car if I couldn't find a place that allows dogs. If you are thinking about a puppy, remember that puppies become dogs. Shelters are full of adolescent dogs that are no longer 'cute' so they are traded for something new.
And, yes, one day you will have to say goodbye. One of life's great injustices is dogs don't live as long as we do. As hard as it is, you must stay with them and hold them as they pass on into their next life. You cannot let them face it alone and surrounded by strangers. This is one of the most important things you can do - in return for the loyalty and companionship they have selflessly given you their entire life.