It's definitely worth it to offer international sales, but be selective about which countries you will send to.

My sales to the US and the UK account for around 40%-50% of my business, which is huge. However, I will not ship to places like the Far East, the Middle East, South America, Canada and most of the Southern European countries.

In 13 years of selling, I think I've had less than a dozen items go missing in over 3000 transactions, and of those, 4 were overseas sales.