ABSOLUTELY!!
I have kept a record of every tournament i have played where money is involved. Since I play live as well, the poker HUDs don't help me, so i needed to create a spreadsheet of what i thought was most valuable. As time has moved on, i have added new types of info to the sheet. I have found that the human memory is very flawed, and if i don't capture the data immediately after a session, it all starts to blur together and i can start to have selective memory. I absolutely want to improve my game, and i feel that this is an objective way to look at what is happening and look for those things that i need to know to help my game.
I track: dates, buyins, qty players, round length, starting stack, tourney finish, $ won, key
hands during the turney, bust out info, and then i recently starting scoring myself on 10-12 things that I want to personally measure about my game.
This has really helped me understand things that i cannot see without the data. I highly recommend this to everyone that is serious about improving their game.