The problem that has already been alluded to is that it's difficult to know whether it's worth it without doing it! Only you can make that decision as it's a highly personal one.
Without wishing to seem patronising or condescending you are still young, perhaps it may be a good idea to get a job in the aviation industry and see if you enjoy it before diving into training? Not only will it open your eyes to the industry but will give you experiences to talk about at interviews for mentored cadet programmes which should hopefully boost your chances of success. I worked in the aviation industry before commencing flight training and it gave me a fantastic insight into the industry and a great experience. It also highlighted to me that many people at my FTO have a somewhat misconceived perception as to what life will be like flying the line, so I would also suggest researching the job thoroughly. I also strongly recommend exhausting applications to all mentored/tagged schemes before going self sponsored.