Nah. Not worth the effort, not worth the headache, not worth the guilt and anguish. And the other problem with cheating is that everybody loses out most of the time, because the "other woman" isn't exactly going to get your best side.
It is definitely a major part of conventional relationships that you have a commitment to each other. The impulse to cheat should be understandable to anybody with a pulse, but to actually do so breaks the rules of your relationship and suggests a lack of respect for yourself and the person you're committed to.
With that said, I do occasionally miss being in an open relationship. *sigh* Although nowadays half the nostalgia is for when I could take the time out to read a book or watch a movie while somebody else paid attention to my girlfriend.