I joined a workshop almost as soon as I started writing short stories, and have found them very helpful. But workshops are not for everyone, and nor are all workshops equal. Workshops provide much-needed feedback on your stories. Not every comment will be helpful to you, but the critiquing should allow you to see your prose more objectively. You can also learn a great deal from critiquing other people's stories.
Workshops encourage productivity.
At least, this is true for me. When I would otherwise be tempted to take a day off, I often write a story to meet the next workshop deadline. The other writers will steal my ideas. If this worries you, then you definitely shouldn't be in a workshop. If you get a dozen writers to write a story based on the same idea, you will typically get a dozen very, very different stories.