I started a grade appeal process at U of L when an instructor entered the wrong grade into the system for me. In those kinds of cases, it's definitely worth it! Because it was the instructors mistake, all I had to do was go talk to him, and he submitted the grade change request form for me.
Your first step in any grade appeal is to go to the instructor, and try to work it out with them. I would definitely at least do this step, as it's an unfortunate fact that some instructors will change students' grades just to make them go away. But make sure you come prepared with reasons why you believe your grade should be higher (and not just "because I worked hard!"
), since if you don't you can just make it harder for yourself, especially if you are going to have that instructor again. In a small institution like U of L, this is something to consider.
After that, you can go to your Department Head, or Academic Advising (though AA will be swamped at the moment) if you really want to fight it. How much it's worth it depends on how strong of a case you think you have, and somewhat on the instructor in question. If it's an instructor that has a reputation for being a ###### (and you have a reputation for not being one), you might be able to convince the Dep't Head to look into it. But you have to be really confident of your case if you're going to pursue it that far.