It really depends what you want them for.
For weight training, I don't bother as I personally have not seen any diff.
That said, for RUNNING, they are great. I found I was able to recover more quickly from harder runs and I reduced my ITB issues markedly.
But weight training? Unless you have a specific injury or something that requires additional compression on muscle/tendons in a specific area while doing specific moves, not sure it is going to do much at all.
For wearing post weight training, again it depends on if you have a specific issue to address. Otherwise, not much point.