Generally, no, there is rarely a good reason to eat a lycanthrope. Lycanthropy is not easy to control, and all of the possible forms are incapable of wearing most equipment and generally result in getting weighed down.
There is a minor benefit, in that lycanthropy can give you "second chances", so to speak. While you are polymorphed into your animal form, being reduced to 0 hit points will revert you to your normal state, thus surviving a lethal blow. But because of the general inability to control this, and because the animal forms won't really help in weakening your foes to make such survival worth it, it just isn't that wise.
Also remember that a were-creature counts as a human, so you're a cannibal if you're a Human but not a Caveman.