Audyssey set-up on Marantz SR5005 receiver

[ampednready]

I am debating using the Audyssey speaker calibration set up on my system.  First, is it really worth the time?  Will it make that much of a difference?
Secondly, one of the first things that need to be done is subwoofer set-up.  I know I'm posting in the stupid question zone so here it is, what does it mean by "Using a subwoofer with a direct mode?"  Like all subs mine has a LFE input which is how I've got it hooked up to the receiver.  Can anyone explain to me what this direct mode is?

Thanks.
p.s. I've got an Emotiva 2ch amp in my system and thinking about adding a 5ch amp as well.