First of all, an NB R Certificate of Authorization is not issued to welders, its issued to companies with Quality Systems that can demonstrate an ability to comply with the requirements of the code. In order to apply contact the National Board of Boiler and Pressure Vessel Inspectors.
As for worth it, if you are going to weld on code stamped boilers or PV's you have to have the C of A.
The welders need to be qualified to ASME Section IX.
We just had our R-Stamp renewal audit. The application fee alone was $3500. In addition, you must have all of the code books for the work you will be performing, which would likely be ASME Sections I, II, V, VIII and IX as a minimum, plus current edition of NBIC. The Code books will run around $7,000. Then you need a current agreement with an Authorized Inspection Agency to perform the thrid party inspections. And you will need to have qualified NDE personnel, so that will usually be an outside testing company for most small contractors. You could be looking at $12,000 or so just to get started. I say if that is what you want to do, you can afford the fees and costs and are willing to abide by the rules and regulations, then go for it.