Heswall, I am genuinely sorry that you do not have good state alternatives available to you. I hope that you enjoy HE - as someone who also HEd a child temporarily (in a gap left between leaving an unsuitable state school and moving town to an excellent state school) and loved it, I hope that you and your children have a wonderful time.
However, in the context of this thread, it's probably worth noting that while for you, making huge sacrifices to keep your children in private education IS worthwhile (because you do not have good state options available to you locally, and are not in a position to move to find them), it does not make it true for everyone. Where I live, the state schools (even those which have had their 'top performers' removed by the residual grammar schools) out-perform the independents (even the nationally-known ones). With excellent, free state schools, which can accommodate and stretch even my not-very-run-of-the-mill DS it is definitely NOT worthwhile to sacrifice anything at all to attend independents locally. It has not been necessary to teach my children anything that I think should be on their school's curriculum, in fact they teach me stuff all the time (they learn stuff from me too, and from the things we do together, and from their out of schoiol activities - but they are not things that I think their school 'should provide' IYSWIM? Ancient Greek, for example, not English grammar).
For everyone, the 'is it worth it' question will hinge on their particular children - there may be children like happygardening's DS, or an exceptionally musical child I know who is a choral scholar, who have such particular needs and abilities that a private school may be the only suitable option - the particular private school in question, and the state options available. Had we been unable to move when I had to remove DS from his first school, we might well have considered private. As it happened, we moved with DH's job and the state options here were excellent. As someone upthread remarked, you make a list of pros and cons for your particular circumstances and act on the results.