I've been going back and forth on whether or not I should invest...

Before committing to more than a thousand sleeves (you've got nearly 600 cards in the mythos and OW decks alone) I think you should try sleeving a few and see how you like it. I found that shuffling and handling sleeved cards was a pretty bad experience (although I got some fairly cheap sleeves) and for Arkham Horror you are unlikely to wear any single card very much, even over the course of hundreds of games. I know my cards still look like new.

As an aside, the cards I sleeved were the roles you pick in Citadels, because those cards get worn quickly.

EDIT: Realised after posting that there are two sleeve threads and that the other one is the active one. Oops!

Sorry >.> It double posted!