"Martyr" actually means "witness" and did not take on the concept of witnessing unto death until sometime in the late first century. Martyrdom has been on our minds a lot as a society and in the world. Islamic martyrs struck the US on 9.11.2001, and terrorist acts prompted by religious motivation have been a hallmark of the late 20th century and certainly the 21st. There have been Christian martyrs as well; there are people being executing for their Christian faith reported in various nations in the 2/3s world. Does God call us or certain people to be martyrs? I do not necessarily think so. It was already becoming common enough by the time the Gospels were written that there are assurances that the Holy Spirit will be with anyone called to testify for one's faith, and that death may result. But I see nothing in Scripture that encourages anyone in this way, and nothing that gives encouragement or a command to kill others in Christ's name. I think this is a real difference between how Christians have typically viewed martyrs - as unwilling victims - and how some Muslim people view martyrs, as apparently (because I am no expert on this) gaining rewards in heaven for their deaths.
Is Jesus worth dying for? It's easy for me to say, "Of course!" I have not been asked to make that sacrifice, and I pray that I never will have to. Is Jesus worth giving up things less than life for? Of course! that we are called to do every day, to witness to the Good News not only in our words, but in our actions as well.
We give you thanks, O Lord of glory, for the example of the first martyr Stephen, who looked up to heaven and prayed for his persecutors to your Son Jesus Christ, who stands at your right hand; where he lives and reigns with you and the Holy Spirit, one God, in glory everlasting. Amen.