Its art is definitely worth checking out (inarguably top tier in the medium) and the story is pretty good for the first few arcs. However, it's probably not worth checking it out if desiring a conclusion (though, as someone who's also read A Song of Ice and Fire, I doubt that's a major problem

).
As far as character studies on Miyamoto Musashi as an individual though, I'd say you'd be better off looking into his actual writings such as Gorin no Sho, which provide a level of depth and well-roundedness that Vagabond is currently lacking in Musashi as it's only now venturing into his acquisition of true wisdom (assuming it ever gets continued).