I would definitely, but registering a trademark with madrid protocol protection can sum up to a high cost if you cover a number of countries.
edit:
here are the prices (just checked with local/national IP office, those are the prices):
fees: http://www.wipo.int/madrid/en/fees/sched.html
and then additional fees for each individual country: http://www.wipo.int/export/sites/www/madridgazette/en/remark...