I used one and it was FANTASTIC and the reason I know that was because the batteries ran out and I really noticed how much more pain I was in when it stopped working! I made DH drive down to tthe servo at 6am to get some more ( after the one we took out of the fire alarm stopped working as well).
I think the key is to put it on as soon as labour starts - that what I did and then I would turn it up really high as the contractions where coming on. Also - when the midwife came to assess me at home she noted that I didn't really feel the contractions badly until they were right at their peak ( as she was feeling my belly for them) and she put that down to the TENS.
However - I think they are only going to help if you have a back labour and make sure you have spare batteries in the house!!!