Is paleo diet really a way we should eat?

They don't do it. right. None of the published books even include a single recipe for bugs! Bugs are nutritious, no transfats, most studies of eating bugs show beneficial effects on cholesterol. (note: cavemen rarely lived past 50; on the other hand, nutrition/health/height declined with cities--and lower calories less meat more disease). tricky, but bugs.
Probably not but... There is no one best diet for everyone and the paleo diet may work well for some, but the idea that everyone should avoid grains, legumes ; dairy because our distant ancestors did not eat them is questionable ; has little science to support it. For critiques see http://bit.Ly/18dbggr ; http://bit.Ly/1cpscua ; http://bit.Ly/1mav1mw for a further discussion of diet ; health see http://bit.Ly/gagviu.