Having done quite a bit more playing, I would say they are definitely worth it, but you have to be smart about it. You have to carefully balance happiness and food both on a province and faction level or it's terribly easy to build yourself into famine or constant revolts. You also have to do quite a lot of research down the civil trees to unlock all the various buildings you will need to balance things out.
Here's a few buildings from the Roman faction, with their significant bonuses:
Cloaca Maxima (level 5 sewer), adds +2 public order (not great), adds +12 growth to the province (nice), adds +3 growth to ALL provinces
Circus Maximus (level 5 public forum), adds +30 public order (this counters all that squalor), +5% cavalry morale upon recruitment in ALL provinces
Colosseum (level 5 public forum), adds +12 public order, +1 experience to new champions in ALL provinces (you can get rank 5 champions with this and a Vigiles Urbani)
Pantheon (level 5 temple), adds +20 public order, adds +2 public order in ALL provinces
All those public order bonuses help cancel out the huge squalor hits from the high level farms, which helps with the food usage. You can similarly balance the buildings leading up to these, but it's a matter of research. I've tended to get food by conquering territory and putting farms in all the minor settlements. Now that I discovered the gladiator school and its +12 public order I've been building a lot of them in provincial capitols.
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