Fun? Depends on you.
Worth? No. It has no relevant upsides in relation to a Strength-based build other than a bit more AC early on (which is EASILY off-set by the MAJOR damage advantage of the STR-build early on).
I'd recommend a Finesse build only if you have a low point buy (15 or less) or low attributes, and you don't need the damage. I'd recommend Jabbing Style or Crane Style if you go Finesse.
That being said, STR is better in every single way, as long as you don't mind losing literally 2 AC.