I use rudder a lot. The best way to tell how much you use it is to keep fighting when it gets shot off. You may be surprised at how much you actually use it without thinking.
That being said, I use pedals now. Took some getting used to, I would always hit the wrong one and use too much/too little. Once I got used to them though, I hardly even think about using them at all anymore. Before I started using them, I used a Sidewinder Precision Pro 2 and used the twisty thing for rudder and it worked adequately for me. As for what is better, I really don't know. It feels a bit more real and even a bit more natural, but I don't know if they are worth it to you.