First question... are the worth the cost? Well, I don't know. The main advantage to LED over incandescent and/or florescent is the electrical usage. LEDs use MUCH less. However, since most of us don't pay for our electrical hookup by the amount of electricity we use, rather than by a flat fee.... I can't really say they are worth the cost. However...if you boondock a lot, then there would be much less drain on the batteries and in this case, probably would be worth the cost.
Second question...how difficult are they to change. Well, those that replace the incandescents are exactly the same type of connection...so really no more difficult to change out. Florescents, are totally different and do require some cutting and splicing in the fixture.
Me... I'm waiting until the cost of the LEDs come down....a whole bunch. I think they are just too expensive right now.
My two cents anyway..
Ron