Question: Does it worth to add IEEE membership to my CV? It seems every body can pay a fee and become an IEEE member.

Answer: 
Many CVs have a section for professional society memberships. Mere membership doesn't necessarily convey a significant distinction, but it does say which groups you have chosen to invest in affiliating with and which judge you to qualify.

For the IEEE in particular, it actually does have fairly strict [membership qualifications](http://www.ieee.org/membership_services/membership/join/qualifications.html). Most people cannot qualify for IEEE membership, but pretty much any practitioner of the field can, because that is what it is designed to select for. Thus, putting an IEEE membership in your professional society memberships section of your CV is entirely appropriate.
I do put my academic affiliations at the very, very end of my CV. It is not there to prove my worth in any way, but rather to show which academic associations I affiliate most closely with and where I have been active in contributing to. 

You could also get that through looking at the Conference Presentations portion of my cv, but I've presented at conferences where I'm not a member. 

This is particularly important in interdisciplinary fields where it's not clear which conference / disciplinary borders one occupies.