In general it is not worth paying to transfer miles - but there are exceptions.

How expensive are the tickets you are chasing? That is a significant consideration. If I was trying to get a $2000 ticket I would be willing to pay more to get there than for a $1000 ticket. Take Africa...I don't where you are trying to get to, but for Kenya and South Africa therie are often consolidator fares of $900-$1200 available. Some other African countries never price below $2000.

I recomend trying to find other ways to earn the miles you need other than flying. Can you sign up for credit cards? Change your cell phone company? Etc....