They absolutely do work. Linn and Rega both say the same thing - let the stylus sweep dust out of the way. This is fair enough, but it doesn't sweep out grease and dirt, or the releasing agent which is left behind from the pressing process. I even clean new 180g records
You can be quite thorough - I do about 10 rotations both ways, to give it a chance to get all the cr-p out.
For those looking for one, I know that hifibitz and diversevinyl stock them, along with spare brushes and the cleaning fluid, though I have given up on the latter at 10 quid a litre (and the palaver of trying to filter it afterwards to make it last) - I make my own. There are plenty of recipes on the web, but I've found 4 parts distilled water, 1 part isopropyl alcohol (big chemists or maplin) plus a teaspoon or so of detergent - photographic wetting agent is purer (google for ilfotol), but fairy liquid works, I just worry about leaving a residue. The last bit is important to let the record dry clean.
And for those worried about damage, don't worry about the vinyl itself, though try not to get any on the centre label if you're precious about them, as there is a small risk that they could become detached if they get wet (which can happen, even though the centre spindle covers it, there isn't a perfect seal.
I've said it before, I think it's essential - nay, mandatory - kit. I was ready to give up on vinyl and go all-CD before I got one. of course, there are better wet cleaning systems on the market, but they're hundreds of quid. If anybody is dubious, I'm happy to clean a grubby record for you to show the difference before you take the plunge.