If you've liked Baldur's Gate 2, then by all means, go out there and buy Throne of Bhaal.

Much of what made BG2 a great game is here. Great story, great audio, great NPCs(even though ToB only adds one - excellent - NPC). It also gives a good ending to the saga, actually, it has three endings, you get one based on your character's alignment and your own decisions. Battles are also more impressive now, since you'll be fighting dragons and giants more often. Slaying powerful enemies is more rewarding than slaying goblins, after all.

The disadvantages? The game's a bit too short, I would go as far to say that about one third of the expansion is in the optional dungeon, Watcher's Keep(not related to the storyline). Beyond that, there aren't many important side quests, like the stronghold quests in BG2(the planar sphere for mages, the castle for warriors, the thieves' guild, etc), so you just follow the main quest until the game finishes, so basically, the game's a lot more linear.

All in all, ToB is just that: worth playing. It's more than good but not excellent.