I know lots of people who've tried them, a few personally and many many on-line on my dog-related forums. I'd say ~80%+ feel that they work great.
The thundershirt was a complete disaster for me, it turned my scared dog into a violently scared dog. It was an amazing, and very negative effect.
But, she is the only dog I've ever heard of who has had a negative reaction to the thundershirt, the few others it didn't work for, it simply didn't work.