We tried a full share last year when a CSA offered to do weekly drops in our neighborhood. They were awesome hippy crunchy "beyond organic" farmers and we were getting stuff they'd picked just a few hours earlier. It was fun, but not cheap.
Our experience was mixed. I'd say it was positive, but we didn't go for it again this year. On the one hand, our veggie consumption went WAY up. We were racing against the clock every week to eat stuff up, because more was coming.
We rarely got to it all, but my husband thought the waste was "worth it" because the increased veggie consumption.
Like Suzanne, we enjoyed being exposed to new veggies that we wouldn't normally buy. A good CSA will give you advice or even recipes on how to prepare what's in your basket, which helps.
It was exciting at first to see what we'd get each week, but after awhile, I really missed the ability to plan my weekly meals. I started resenting my weekly onslaught of veggies. I now never want to see a radish again, and my husband has said the same for okra.
I am so glad we tried it, and maybe we'd do it again sometime. The relationship with the farm was the best part of the experience. I'd recommend at least trying it out once! Edit - the fact you can customize a bit of what you get is AWESOME, I'd try that in a heartbeat. On the other hand, it makes me wonder how local your produce would be and if you wouldn't just be paying for someone to essentially drop off grocery produce?