Hi peter:
Personally, I think that a good nitrox course is worth it whether you dive nitrox or not. The knowledge you gain about different gas mixes and their effect on diving and decompression will help you better understand dive planning for air as well as nitrox dives.
Nitrox has several advantages. If you find that your dive times are being limited by the no decompression limits (rather than surfacing because you're low on air) reducing the nitrogen in your breathing mix can extend your bottom time. If you do not dive nitrox to the no decompression limits, you will absorb less nitrogen and reduce your risk of DCS somewhat. Some people do report feeling better when diving nitrox as you suggest. You can dive nitrox to the typical recreational limits of 130ft/40m if you select the right mix.
Nitrox has its disadvantages also. Divers on air don't have to be concerned about the possibility of oxygen toxicity within typical recreational limits, but it can be a major concern on nitrox. Cost is a factor too. The course can be expensive, most dive operations charge extra for nitrox fills, and there may be additional equipment costs involved. (You'll frequently see people recommend no special equipment cleaning if your equipment only sees nitrox with 40% O2 or less, but depending on the filling method you still might have to have your cylinders O2 cleaned, buy and maintain your own nitrox analyzer, maybe buy a nitrox dive computer to take full advantage of the increased NDL's, etc.)
I think that a nitrox course was worth it to me, and I recommend taking one.
HTH,
Bill