Since allies don't ever seem to turn on you they make research and influence victories much easier.
I thought so too, until my last game. I had two alliances, one with the Arceans, and one with the Altarins. I was playing a neutral custom race, and I decided to go to war with a nearby empire. This empire wasa custom race i built (my first try), and is a religous empire called the "Holy Rollers", ruled by Ned Flanders, from the planet Leftorium. As such, thier personality was set all the way good as it could go.
So, I declare war on them. Suddenly, I get a message that the Altarins were declaring war on me since they had the same ethical allignment as the Rollers. Boom, alliance gone, war was on.
The Rollers Super ability is the one where people come to thier aid when they are attacked, so that may have tipped the scale. What ever the case, it was the first time I have seen the AI break an alliance outside of an event.
But, back to the question on hand.
I would personally say no. If I am going for a military victory, then I will normally save my allies for last. Just as I am finishing up a war I will break my alliance with one, so that I don't accidently get a diplo victory. While it does give you a negative penalty, by that point I'm allied with most of teh other major races, and so it doesn't really matter much.
In addition, since you can park your entire battle fleet in an allies space without them getting too upset, it is especially effective to use an alliance to launch a sneak attack.
I would personally say that the only time an alliance isn't worth it is either:
1) Early game, when you don't have many other alliances, and don't want the penalty fo breaking one.
2) When you feel bad about ambushing a loyal friend, and so you decide not to go for it.