At first, I believed you set up your fortifications along with the rest of your army in deployment. But considering that you place fortifications and THEN terrain, it makes setting up your Fortress of Redemption really easy to pull off. For larger games, yeah, I could see the Fortress being super obnoxious to deal with. Of course, it really is only a really large building. If you do to it what you normally do to AV14 models, it may not pose too much of a problem.
EDIT:
Problem I have with fortifications is that it doesn't really protect the guys inside; glances and pens cause S6 wounds to models on the inside, making fortifications death traps.
Now, if I had to use the Fortress, I'd consider it as a weapons platform with cover saves on the battlements. In that case, as a guard player, I'd take one at anything higher than 1250 points.
A glance causes a wound with no cover saves. A penetrating hit causes a wound with no cover saves, and a roll on the damage table, a few of the results being wounds that you get armor/invulnerable saves against. It balances out the buildings somewhat, I think. That, and the Fortress is a four-part building, so you COULD have several units in and around the thing. Mostly it's for making units that need nice line of sight and defenses survivable. I dunno about you, but I'd be down for putting three units of Lootas inside a Fortress of Redemption and making my opponent sad. :I