You have to go, but, frankly, I was disappointed. The Hermitage's art collection is not on par with the Louvre. It has many works by the great masters, but they tend to be works from the beginning or the end of careers, and therefore not the best of what the greats produced.
It's still worth going for the architecture and the Imperial Rooms. I literally would recommend skipping the canvases (unless there's something there you know you want to see) in order to focus more time on the Imperial Rooms and their furnishings.
If you're on a tight budget, don't eat at the Hermitage. It's expensive, and, honestly, not that great.
If you're headache prone, take an aspirin before you go. The marble floors and walls make it a noisy, echo-filled place. Take a sweaterm; it's usually cold.
Everyone complains that the Hermitage charges non-Russian visitors grossly more than Russian visitors. Just suck it up. It's still not expensive by Western standards.