There are a couple of benchmarks on this site that deal with the performance of the two configurations.
Triple channel allows the processor to have 3 concurrent memory requests in operation, dual channel allows two overlapping memory requests. Triple channel has theoretically more bandwidth than dual channel (50% more), but other factors (cache, threading, how the processor uses the data) seem to make up for this. Memory accesses are very slow for todays microprocessors so anything you can do to speed that up is theoretically a good thing.
In games you get better performance with 3-channel, but it varies from 0 to maybe a couple of frames at most. But its there.... some synthetic benchmarks can see bigger gains, but they are not real world.
Is it worth it? You have to answer that question...
Also, you have to look at what system you plan on purchasing too. Intel Socket 1366 utilizes triple channel and I would only recommend triple channel for those motherboards. All other sockets utilize dual channel, so I wouldn't recommend buying a triple channel memory kit, since it won't run in triple channel.