I used to be gluten intolerant, for about 2 years, and this was before it became a 'thing,' so it was pretty much a nightmare (I had to cook everything from scratch & going out to eat in a restaurant was like researching a PhD, especially since I'm also a vegetarian). Every time I accidentally ate or drank something contaminated (one time, it was mustard that was the culprit! ugh!), I'd immediately know because my digestion would go haywire-at the risk of tmi, this involved gas, diarrhea, terribly cramping, etc., while the rest of the time it was fine. There is a *huge* difference between deciding not to eat wheat products and having to worry about any speck of gluten/cross-contamination in your food (just as one example: french fries are never safe, because they're fried in the same oil as breaded things). Obviously, it was worth it for me to go through all of that hassle, because the haywire situation was even worse (I didn't notice any changes in energy level but I've got other health issues that would have affected that), but it was hard. Really hard. I had to think about food WAY more than I wanted to and plan my meal times like a general, carrying snacks on an outing because I couldn't just 'pick something up.' And I've never felt deprived/struggled with eating as a vegetarian who eats vegan much of the time, so it's not as if I'm not familiar with dietary restrictions.
Towards the end of the 2 year period, though, my digestion started having problems all the of time whether I was eating gf or not, although it still worsened if I ate gluten (although the blood test for celiac's came back negative). I was then diagnosed with RA, so my doctors put me on a couple rounds of oral steroids, and I noticed I could suddenly eat gluten without any ill side effects. I thought once I was off the steroids, I'd have problems again, but somehow I'm magically able to eat gluten without any of the issues I used to experience. My digestive system is still a mess, but it's not gluten related (I did another elimination diet just to be sure). I'm thankful for this pretty much every day, as it makes my life so much less complicated. I wouldn't do it if you don't have to. (Also, none of my doctors have suggested a gf diet would help with my many autoimmune problems, for what it's worth.)
None of that is to discount all of the people who have experienced great benefits from going gf! Just thought I'd share my experience; it never helped me with pain and energy problems (which I have in droves, both for autoimmune and other reasons), just digestive ones, and it was a lot of work. Worth it, but not a walk in the park. Nowadays it's much easier to find gf options, so it wouldn't be quite as much work, but it is a significant lifestyle change. Especially if you enjoy trying out little independent 'ethnic' restaurants or microbreweries or that sort of thing.