Uuugghh it depends. In games like Assassin's Creed where it's like, "collect 5000 flags" and there is no reward other than that little "woohoo achievement" thing popping up, then no. But in Assassin's Creed II where it's like "collect 5000 feathers" and I get a super cool cape then sure! I have yet to do that though. Also games like Mirror's Edge where the achievements are really fun to attempt. "Be super cool! Do a wallrun, turn and knock out that guy with a kick to the face!"