I've got rudders on several of my 1/2a planes and they're quite effective, and I miss it when I fly my AE-only planes. If you only fly in an oval around your field with an occasional loop or roll then a rudder is optional. If you want to do hammerheads, controlled / flat spins, snap rolls, etc then you're going to need a rudder. You can add a rudder for around 0.5 oz if you use an HS-55 servo and a balsa pushrod.

Regarding your specific plane, have you checked the servo and control arm linkages to make sure you're getting enough throw? On the flip side, if you've got the linkages set for maximum throw, it's possible your servo might not have enough mechanical advantage to move the rudder. Try moving things around and see what happens.

EG