I've found they work fairly well in the tread, not so well in the sidewalls. I currently have one tire on my SUV that's been plugged twice and still has a small leak so I put some tire sealer inside it to finally get it fixed. I only carry a kit in my ATV (no spare tire) as the higher the pressure the less they seem to work... even damaging the tire.
On higher pressure tires (more expensive) I've found a patch on the inside is a safer bet. Often a plug will seal the rubber tread, not the tread belt and air gets between the two and separates the tread from the casing ruining the tire.