Here is my own list of suggested training progression (cert's):
OW1
AOW
Nitrox
[Congrats! You made it that far.]
Rescue
NAUI Master Diver (Note, other agencies have master diver courses as well. But they are not as technically oriented as NAUI's. With NAUI's you get an excellent academic program that explains all of diving science, and introduces the technical diving topics as well.)
Advanced Nitrox (Technical for all EANx mixes from EAN25 to 100% O2). This class allows you to customize your nitrox mix, and prepares you for technical applications. You will also need a nitrox dive computer at this point, like one of the Suunto's.
What you do after that depends on the diving facilities available locally to you. It might be ice diving, it might be shipwreck diving, it might be cave diving, it might be high altitude diving, it might be teaching at the local dive store if they need more diving instructors.
I know nothing about ice diving and little about altitude diving.
For shipwrecks or caves (which are similar), here is a good progression from there:
Staged decompression
Basic Trimix
Advanced Trimix
Basic Shipwreck or Cavern
Advanced Shipwreck or Cave
For teaching or resort employment, here is the progression after Rescue Diver. You may or may not want to take the Master Diver program first, its not required, but the Master Diver book is the text for the others that follow, if you are training with NAUI.
A/I
D/M
ITC
To get back to your original question, a Rescue Certification makes you a more reliable buddy, and it teaches you how to self-rescue, by 1) recognizing stress in yourself and in others; 2) by avoiding dangerous/stressful situations in diving; 3) by rescuing yourself through self-rescue techniques without panic; 4) by assisting others; 5) by executing a full fledged rescue of a submerged unconscious diver; and 6) by directing a rescue operation and involving other divers in assisting during a rescue.
Rescue training helps you as a diver and helps your buddies whom you are diving with. It is definitely a worthwhile class.
NAUI teaches an excellent rescue class, as does PADI, as does SSI, all of which I know of, and I am sure all other agencies like YMCA etc put a lot into their rescue training as well.
In case you are wondering where the list ends, somewhere up in the diving stratosphere, Advanced Cave Diving Instructor with an Advanced Trimix Instructor certification is about as highly trained as you can get, other than to work at a physics research diving facility. And then along another tangent is the closed circuit rebreather training line as well.
What you do and where you find your niche in scuba all depends on your local diving opportunities.