I'm enjoying it too, as a player.
I have a gnome rogue that has gone a little feylock. In early levels, it set up a great 1-2 punch given an action point . . . . eyebite to go invisible, then move in and attack with combat advantage . . . . I was able to wreak some fun havok that way.
As a gnome, without racial feats to choose from, I found that multiclassing was a good way to supplement my choices -- I might not have gone with the multiclass feat otherwise.
Now, at 7th level, my attack bonus with eyebite -- and my damage -- are not quite as good as my other attacks, and I find that I'm not using eyebite very often. But I still like the flavor that the feylock adds to my gnome, so I've been keeping it for that reason. I've been able to use the skill training in Arcana to good effect, too.
In many cases, in a situation where you would like to take skill training in a particular skill, you can actually get more bang for your buck by taking a multiclass starter feat that will get you training in that skill. You can only do that once, of course, but that does get you a little more.
All in all, when I think about retraining my rogue out of his multiclass feat and into one of the feats he does not have yet, I still find myself sticking with it. I mean, believe it or not, my little gnome doesn't have backstabber yet. But when I measure being trained in arcana and the extra encounter power against an average of 2 points of damage on my sneak attacks . . . it seems like a lot to give up. I'm not the biggest damage dealer in the party (we have a party heavy on strikers), which makes it easy to take it easy on damage dealing.
Besides, I'm having a ball roleplaying the fey pact -- he pretends to be able to talk to the fey spirit he has a pact with -- calls him brother rat . . . it's been fun. I would hate to give that up.