Any Pokémon is worth catching really. If you wanna complete the game properly, catching is the easiest option. Yes theres the GTS, but it doesnt feel the same if Heatran isnt 'your own'.
If your catching Pokémon purely for fights, then all are worth catching again really. Most Pokémon excel in at least one area (normally there final evolved form), and Heatran does this well. Seriously, if it was any Poké, then id say catch it, but Heatran, definitely worth the time and money.