The downside is that War Mode will make you vulnerable to other players, which means you might be killed more often. Whether it’s worthwhile will depend on the zones you’re visiting and how active the other faction is on your server cluster. Heavily populated realms usually mean more players on both sides, and more conflict, but on quieter realms, you may rarely run across an enemy.
 Mag'har orc - "For untold generations, the orc clans of Draenor battled one another in endless war. But when Gul'dan offered them the blood of his demonic masters, the disparate tribes of Mag'har—the orcish word for "uncorrupted"—refused the dark bargain and banded together to drive out the Burning Legion. United under the leadership of Grommash Hellscream, the Mag'har pledged to one day repay Azeroth's heroes for aiding their cause. As war against the Alliance intensifies, the Horde must call upon the might of the Mag'har to seize victory."

Any item with a grey name is considered vendor trash or poor quality. White items have some use such as tradeskills, spell reagents or reputation raisers, so you may want to check to see if they're worth more than the vendor price. Keep your eyes out for regular quality weapons, as even the worst of these tend to sell for several silver, or several gold at high level. Always check the tooltip for the vendor price before discarding anything. Also, white (or even grey) shoulder armor under level 20 sells regularly on the auction house, mainly because there is nothing better available at that level.
Mechagon and Nazjatar will both be endgame experiences that draw on the best elements of previous endgame grinds: the Timeless Isle, Argus, Tanaan Jungle, and the Broken Shore. Azshara’s domain of Nazjatar will be a little more typical, while Mechagon will be “what you might expect from a gnomish paradise,” says Hazzikostas. He describes it as more sandbox-y, unpredictable, and akin to a playground. Both zones will have flying enabled.
As others have said, there are free alternatives... which is important to consider if the price of the Zygor Guides are a concern. If speed and convenience are more important, then they're worth it. Zygor will take you through the quests in the most efficient way possible, and their customer support and the speed with which they update the guides when changes are made to the game is impressive. I know I went from 80-85 a heck of a lot faster (in /played time) than my co-worker who doesn't have the guides. And we had a bet going to see who would make it first. For me, it was worth it. Your mileage may vary...
You will need to cover very large areas in order to get a few chests as they are quite rare. Vanilla, TBC and WotLK zones work best. The way I like to do it is to park one Rogue class trial in Outland and one in Northrend, then fly over the whole continent and look for chests. One whole run might only yield 3-10 chests but you will still make a bunch of gold as you are almost guaranteed rares in chests in these zones.