Yes. I hated it. Although academically it wasn’t hard for me to do well, I was constantly depressed because I couldn’t feel I fit in the local partying culture and never understood the “Oxford is so darn great and magical” mentality. Looking back it opened doors for me as well as closed some others. As a foreign student it was expensive, that it forced me to think I must take a high-paying job soon just to earn the money’s worth, rather than pursuing my passions. The only people who I know were totally happy about going to Oxford are those who are conventially successful, finding high-paying and high-status jobs quite quickly in their chosen paths. If you try to do anything else, people try very hard to make you feel like a failure.
Oxford advantages: Oxford offers the course you want to study and Cambridge doesn’t Cambridge advantages: Cambridge offers the course you want to study and Oxford doesn’t The tie break is your personal choice about which city you prefer. It’s a chance to be exposed to and taught by some of the world’s finest minds, to experience life in a student community with centuries of history behind it, and to make connections with people who will rise to prominence in fields from politics to poetry to particle physics.
If, however, you mean “is it worth besieging and conquering Cambridge?” then the answer is no; there’s more plunder in Oxford. Especially the boat sheds – make sure you sack and burn those completely, if possible before the 7th of April this year…