I have a 36PD30 and got an E65 recorder bundled with it (connected with Mark Grant component cable - see cable section of these forums - and a THOR SCART, which now only carries the sound).
I also have ntl digital cable STB, which routes to the PD30 via the E65.
When I switch on the E65 (the PD30 recognises the component input, or you can change using the blue fastext key) the picture is better (sharper, clearer and better black level - the latter probably due to the cables), and the horizontal interference lines I get using RGB when changing channels on the ntl box are not present...
So, yes, in my view, worth it.
However, the E65 can also do progressive, and this does not work at all with the PD30(picture zooms in, gets a blue-ish tinge, geometry goes awry). And it flickers... Well, the instruction book does say it wouldn't work, but...
When I first demo'd the PD30, the dealer used a Pioneer DVD Player with prog scan, and the picture was superb (one of the reasons I bought the PD30).
I don't know anyone else who has a progressive-scan DVD player, so haven't been able to check if it is a Panny-software clash thing, or just the PD30.
But, I still reccommend using the component inputs, despite my frustrations that I cannot use progressive!