If you spend a substantial amount of money in a store then it certainly is worthwhile. But don't let this blind you for the rest of your spending – make sure you maximise what you get elsewhere too (it may be worth having two cards).
Also remember that lots of cards use a 'double earn' promise, so it looks like you get more points using your credit card in the linked store, but actually you would've got the same just using its normal loyalty card. See our Loyalty points guide for a full explanation.