If you need them it's definitely worth it. When I first got my mercury out I was taking detox baths in hotel bathtubs when I was feeling bad. That water was full of chlorine.
I always add a cup of baking soda to the bath water and I've read that takes out or somehow detoxifies the chlorine. I don't know if that's true but I do know I always felt remarkably better the next day!
I've also read you can use that stuff they sell for dechlorinating fish tank water.