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: 
I do/would not. The IEEE membership is a paid for membership, which academics, like myself, often buy simply for the benefit of obtaining reduced conference fees. I am sure that there are more legitimate uses of it, but in most cases, it's for attending conferences or registering with a journal. Unless you are an IEEE fellow or one of their other distinctions, all it requires is an academic email address and 25$/year to join, so I would not list it.
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.