Of course they're worth buying... if you'll use them. There are a few classes of cup sizes. Mini (<2" dia. Golf ball load or similar) Standard (Lacrosse ball or 2-2.5"), Large (Tennis ball 2.5-3") and Jumbo (>3", baseball or large orange).
Lemons are an adequate size load for most people. That puts you into the Standard cup size range where the prices are more reasonable. Smaller Valencia oranges can still fit, along with some juggling balls, tangerines, potatoes, etc... If you've never performed with the cups before, you can start with the Bazar de Magia and get along nicely for years. Even some of the most famous cups (Paul Fox, etc) are this size and many pros use this size for years.
Gazzo plays the trick BIG, and for that he likes the largest cups he can fit his hands around. He also has some specific needs that others may not have. For one, he had a stroke some 10 years ago and lost most of the dexterity in his left hand. He can cradle a large object in that hand and "scoop" it into the cup. This also requires working from a rather large pouch both to hold the loads and to retrieve them easily. Working balls are over an inch in diameter and requires a different skill set to manipulate. Unless you're a Renn Faire or street worker (Busker in particular, not walk around) then you can use large cups. You don't NEED them, but they're available.
Thank you Dave for your detailed reply. I am doing stage magic for children at birthday parties etc. I won't really walk around. And I feel that the cups and balls will go very well for the kids. I wouldn't mind wearing the pouch Gazzo wears and carrying the heavy fruits along. The show I do is usually for half an hour. I tried to look for Large (Tennis ball 2.5-3") Cups but couldn't find them. Does Penguin sell them? A regular orange would fit it right? I wouldn't mind buying the Jumbo ones that Gazzo sells, but am just thinking if it's a little expensive?