As everyone else has said, the main point is just doing what you think will be most fun. If Wampa's kit seems fun to you, go for him. If you'd rather get a few gold characters to show off, that's fine too.
What I will add is that you want to have a good Empire/Dark-Side team already good to go before you get Wampa. He doesn't really get along with Light-Side characters, but he has a lot of good synergies with the evil guys. And you don't want to be stuck in a position where you're gearing Wampa and 4 other DS characters at the same time.