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I find that about 30% of the time you can just buy a slave and turn them in for a profit.  Even at higher quest difficulties you are still making money off them while you train them so I'd say it's worth it as long as training them is something you like doing in the first place.  Most of the time the quests are doable in a week and you can use captured bandits making the cost of the servant what you can sell them for rather than what you buy them for.  The ones that really aren't worth it are the 5 day services with stringent requirements.