No, it's not always a no brainer. All trades are not created equal, and sometimes you are better off keeping your pick and taking your chances on drafting a player. I am a big supporter of Boston's rebuild model, but there are many variables in making something like that happen. Al Jefferson was the main piece in the deal for KG, and he was drafted at 15. Now, according to your line of thinking, Boston should have dumped that worthless #15 for a player coming off a bad year and had one year left on their contract, right? Instead, Boston drafted a good player at 15, developed him enough to the point he had good value, and then capitalized on it. Drafting a player at 15 was a big part of what happened in Boston.
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Also, most Jazz fans wanted to trade the NY pick for a role player because of the fact they were assuming that pick would have little value. Instead, Utah was patient and held on to it, and drafted Gordon Hayward. Draft picks can be more valuable when traded in the right deal, but it is certainly not a no brainer to assume they will have little value.