For transport back to Earth, possibly not. For solar power satellites, it has lots of metal and silicon. For rocket fuel, it has some water and lots of oxygen. For large space colonies, it's a convenient source of bulk shielding material.
That's often mentioned but there's a bit of a problem there. If you can get net power from fusing He3, then you can also get net power from the easier D-D reaction, and the waste product of D-D is....He3! Half directly, half as tritium which decays to He3 with a 12-year half-life.
Even though D-D emits neutrons, they're at an energy similar to fission neutrons, rather than the extremely energetic (and easiest) D-T reaction. It's almost certainly going to be cheaper to get your He3 from D-D fusion, and get energy in the bargain, rather than sifting through millions of tons of lunar dirt.
Fusion startup Helion, funded in part by YCombinator, is working on a hybrid D-D/D-He3 reactor, saying the combination will produce only 6% of its energy as neutron radiation, compared to 80% for D-T.