Depends on what you call expensive? I use the MOS-AL162A see
http://www.active-robots.co.uk/text-lcd-display-yellow8260green-p-830.html which, I appreciate, absorbs the entire $50 of the robot. However it is extremely easy to use along with Admins 'rprintf' code and is a great aid. Cheaper LCDs, like the one you mention, are probably harder to code.
Since I don't have an oscilloscope, or other real time data logger, then its very helpful to have something you can use for trying to debug your program by telling you what it thinks its doing and why. Alternatively you could use a real time wireless data logger to send info back to your pc which is probably more useful as that would give you the snail trail history - but is probably even more expensive.
I mount my LCD via headers/connectors so that it is only used by my 'work-in-progress bots' and so one LCD can cover you for ALL of your projects. This means using the UART, as per the $50 robot tutorial extensions, which in turn means blowing a fuse to work at 8MHz and therefore upping the power consumption. So I have one Mega8 with the fuse bits set to 8MHz so I can use the UART and this is part of my prototyping system. Once the bot works ok I use a standard lower power 1MHz Mega8 without the LCD.
Rather than swapping chips in and out I actually swap the board in and out. So I have a development board (or you could use breadboard) with the 8MHz mcu plus LCD which I use for all my 'work in progress' stuff. This board, which is much bigger, means its much easier to probe with meters or scopes. Once everything is sorted I then build the production version of the board on a much smaller scale.
Sorry - my aged brain seems to be wandering !!
Summary:- LCDs are incredibly useful, buy once--use-often. Worth the investment.