The United Planets can have a very wide range of effects - it is usually a minor nagging thing that can give you some small advantage or disadvantage, but occasional, game-changing issues do come up (like ending ALL wars, sharing technology, etc.). It is up to you whether or not it is important enough to waste time, space, and money controlling the United Planets - if you make that your primary objective/commitment, you should be able to easily do it.
Evil civilizations are meant to rule alone. I mean, come
on, they're
Evil (TM)! The Drengin want to conquer the galaxy, the Korx want to sell the galaxy, and the Yor want to exterminate the galaxy - don't expect them to recieve a boon in their foriegn affairs department. Besides, the initial planetary bonuses (which sometimes have such a neglible effect that you would only really want to get them if you were
trying to be evil), trade route payments, free starbase modules, and wonderful Evil Galactic Wonders. Mind Control Center doubles your planetary income on an empire-wide basis! That's worth more than your trade routes, I think