Dealing with wrist pain? are the drugstore wrist splints worth buying?

Maybe: Before simply splinting the wrist with a store bought splint it is helpful to obtain the correct diagnosis. Different splint configurations are used for different wrist conditions, therefore, it is helpful to see your specialist, get a diagnosis, and then the appropriate splint can be recommended or prescribed.

Possibly: If you wanted something to put on for a couple of days due to a mild injury, then that is reasonable. But if pain continues beyond that it may indicate a more serious problem and and x-ray is always a good idea.