I think they are either hit or miss. I know people that have had great success with them (and my vet and the pet store I go to say the same) and also the plug in variety that you put in a room. From talking to my vet, there is no negative affect using them and if they work for you, I'd say use it.
For me, I tried the plug in DAP diffuser and the spray with Ruby when she was here by herself. It made only a slight difference in her separation anxiety but because it helped even a little, I was willing to spend the $25 a month to help her. When Brando came to live here, Ruby no longer had a problem because she had a buddy. However, Brando is a shredder of his bedding. So I tried the DAP diffuser and spray thinking it might help him stop shredding (he's been here since April and I stopped using it in August) and it made no difference. The funny thing was that when I used the spray, it always seemed like he was a little worse with the shredding…might have just been a coincidence, but after a couple of times of worse damage I stopped using the spray all together.