Are כדאי and צריך interchangeable?
No, כדאי is an adverb that means "worthwhile", and צריך is an adjective that functions like a verb meaning "to need". Totally different.
The most common expression for "You should do something" is ata tsarikh + infinitive, where trarikh is an adjective with conjugations; tsarikh, tsrikha, tsrikhim, tsrikhot.
So כדאי and צריך are not totally different if they can both mean "should"