I believe the 2004 RS transmission has a different final drive ratio than your car. If so, you'll need to swap the rear differential as well. If you don't have a busted transmission, there's no point to the swap.
Indeed, your transmission should have a 3.90 final drive, while RS' have a 4.111 final drive. You will need to also swap the rear differential, and I would keep the shifter linkage handy just in case. Is your '99 hydraulic clutch or cable clutch? I believe all the RS' were hydraulic. AND you may want to pick up a different Vehicle Speed Sensor otherwise your speedometer will be slightly off, but it's not necessary.
As for being worth it, I MASSIVELY prefer the 4.111 final drive transmissions. They feel much more sporty and I'm my experience the difference in economy is negligible.
I would say worth it.