Tablebases are handy, but the required hard drive space makes them generally not worth the trouble, especially since they are available online from Shredder and ChessOK.
When I set up SCID, ages ago, I downloaded the 3- and 4-man tablebases on my hard drive. The total size is less than 30 MB. The 5-man tablebases weigh in at more than 7 GB -- far too cumbersome for non-professionals.
So I decided to install only the most important 5-man tablebases, particularly rook & pawn against rook. The image to the right lists the tablebases for what I consider the most important/useful 5-man endgames (i.e., 3 pieces besides the 2 kings):
This setup makes it a breeze to study theoretical endgames, for example, by transcribing Jesus de Villa's 100 Endgames You Must Know into a PGN file for further research and practice. You can still resort to online tablebases to review an endgame beyond the parameters of the tablebases shown above.