I have recently posted a question regarding the Windows Workflow running in a web application. Granted it was a fairly technical question that contained terms like ManualWorkflo
I have deployed 3 applications. 2 are ASP.NET applications and 1 of the workflow was deployed to a SharePoint environment. Looking back, I think the investment was worth it. Like the previous guy said, WF is a framework that you have to build upon. It's one more layer to worry about but the benefits outweigh the costs.