If you have DTV, you must get Center Ice. Other cable providers don't have both feeds/HD for all, but with Directv you get every (non-national) game on root. So worth it. If you want to watch on the go get a slingbox or volkano to stream from your tv to mobile. Gamecenter is good (for people like me with FIOS), but can be choppy on certain devices, even with great internet.
As far as whether it is worth it overall, I guess that depends on how much of a pens fan or hockey fan you are and whether or not you are willing to use (possibly not legal) mostly bad quality feeds streamed free on certain websites. I like watching games in HD where you can see jersey numbers/sticks (let alone the puck) and watch more than just the pens games from time to time, so I certainly find it worth it.