Absolutely, it is a very good series. Books 1-3 are all pretty self contained, then you hit Book 4 and the story really opens up with lots of back story, I think #4 is the best book overall. Books 5-7 are also very good, with some of the best scenes (and THE best scene overall). The rest of the series suffers from too many plotlines and general fatigue with the stupidity of women. The last three books by Sanderson were alright considering what he needed to do.
So yeah, definitely read the series.