Are Power Connector EP-5B and AC Adapter worth to buy? Are they useful in any sense? Which one? For instance, does they help to clean sensor filter better? Any suggestion on this matter would be very appreciated.
I guess the AC power adapter might be worth the expense if you needed to use your camera for many hours without replacing the battery, such as in an unattended situation. The sensor cleaning function should work the same with either AC or battery power.
Whether an external power source is useful depends on what you plan to use the camera for. If you were doing a series of long exposures, for example of star trails, it might be of value, but I've never used one for everyday photography.
Sensor cleaning would not work any better - without the adapter the camera will only allow you to lock the mirror up when the battery is fully charged.
I agree with the other comments. External power is not very important for the typical photographer. Where it comes into play is extended use of the shutter open or the LCD screen in use - for example, long video recording, long periods of interval photos, extremely long exposures, or shooting in a manner similar to being tethered but using Live View. For the vast majority of situations, it's not needed.