I personally prefer the direct RER and think it is worth the wait. You may spend a bit more time on the platform at CDG but get to Paris only 5 mins after the one that stops everywhere. The main reason I prefer the direct one is that everyone takes their seat and stays put during the trip to paris making it more relaxing and peaceful. You dont have people getting on and off and stumbling around luggage and such. You dont have to pay attention to your belongings as much as there are less people coming and going. On the whole it's just a more pleasant experience.