Tricks are only really worth it if your character has a low Fighting die but a high Agility or Smarts, and the enemy has a Parry higher than your average attack roll.Honestly, no one writes rule books like that, but I really wish they did. If every game book discussed mechanics so frankly it would improve performance at the table for the casual gamer, and eliminate much of the advantage that can be gained by rules lawyering and munchkinism.
Despite what you might have inferred from the concept and fluff text of Tricks, they are not actually intended to model crafty or sneaky fighters. Any character who has actually invested points in their Fighting score and related combat stats will be more effective making normal attacks than wasting their time and actions throwing sand in the opponents eyes, or telling the enemy to look behind them.
What tricks do well is they enable typically non-combatant characters (such as gadgeteers, healers, and spellcasters who've run out of power points) to contribute to the group's success during a fight scene. Tricks are most effective against foes with a low Agility or Smarts, so they're better against Extras and henchman than against a named criminal mastermind that's intended to be a challenge for the whole party.
Even then, the best benefit of a trick will be felt only if someone is prepared to follow it up with a normal attack before the tricked foe acts again. Players should coordinate tricks so that one PC sets it up, and someone else acting right after them takes advantage of it. If you cannot guarantee this sort of situation, only use Tricks if you're the last PC acting in the round, as then a lucky initiative draw may allow the trick to be in effect when yourself of an allied character acts next round. If no one is positioned to follow up on your trick, the low-Fighting character is generally better off firing a pistol at a distant foe than using a trick on an adjacent one.
One exception to needing teamwork, however, is when a character that is not combat-oriented at all is stuck in melee and just wants to flee. With a lucky back-to-back initiative draw, you might be able to use a trick followed by an attack to shake a foe and get away without provoking a free attack. This is of course a desperate move, one best used when the alternative is probably the death of your character. If you succeed at the Trick escape, the GM should proceed to use the Chase mechanics instead of normal movement rules, as without the special Chase rules most foes will be able to automatically catch up with you again if they successfully unshake on their turn.
My buddy Erik recently did an amazing mathematical analysis of the Trick mechanic in Savage Worlds. Here's the link. Go ogle his charts and probability graphs for yourself. My proposed text above is really just a straight-forward summary of his discoveries and hard work. I've been meaning to provide a link for the past two weeks, but wanted to find the best way to summarize the heart of his findings. Thank you Erik, it was really helpful to me to see these things spelled out clearly!