I don't buy the argument that deworming doesn't really help people because they weren't offered the choice of buying the equivalent value of cigarettes instead. Just because a person freely chooses to do something doesn't mean it helps them, and vice versa. Donors and aid agencies' systematic biases in favour of things that don't work particularly well (this, not "control" is the real reason for all the data collection attempts) is certainly worth worrying about, but that can't be fairly assessed without realising that recipients also have systematic biases in favour of things that don't work or against things that do too. There's a reason why countries where the average person has a lot of disposable income spend even more as a proportion of income on publicly subsidised healthcare programmes.
Edit: This shouldn't be interpreted as a particular criticism of GiveDirectly, if the idea of making a fairly big difference to a small number of randomly-selected very poor Kenyan people appeals to you.