With Louis I just put a gate on his bedroom door. We're only in a unit so his room is fairly central anyway and he's got all his toys in there.
Saying that if I actually try to lock him in there he screams! hehe. So even though we have a gate it stays locked open and he just walks in and out as he pleases - hehe. But an option if you didn't want or have room for a playpen.
So for us they don't work but I didn't really try anything when he was little - the little cheeky basically has the run of the house!!