I made my own programs (married at the hall) and including ceremony info, as well as why we chose the location we did, and our new address info as Mr. and Mrs. (with our email address and a little line about sending us ANY of the pictures they took today)
I also included a thank you page to our parents and our siblings, and to all our guests for coming and being with us.
And a little fun too, with a 'On This Day In History' section. People loved them :)
I thought it was totally worth the time and effort. But it's really a personal choice. You certainly do not NEED to have them.
For me, I knew that if I had gone to a wedding without one, I would have missed it, so I did things for my wedding, that I would have missed at other weddings. Does that make sense?