Depends on the resource. In most cases, if settling a resource allows your city to reach other resources you otherwise couldn't by any means, then yes.
That aside, for general settling purposes, settling on plantation-improved luxuries that fall under Goddess of Festivals (wine, incense, tobacco, cocoa, coffee, tea) is great because those are fairly poor tiles to work and their pantheon is bad, so by settling on them you gain their amenity bonuses while freeing up a tile for other use.
Other plantation-improved luxuries are also good for settling, but Oral Tradition is actually a good pantheon so make sure you don't have enough of those luxuries that you'd want to take Oral Tradition.
Pasture- and mine-improved tiles are quite good to work and are rarely worth settling.