They work unless the winter is really bad. I have removed snow and ice dams on roofs that have these installed this year. The problem is ice dams formed above the cable. With the cables in place removing the ice dams without damaging the cable is tricky. A steam machine is needed to remove the ice.
I would vote for proper insulation combined with proper ventilation optimally. Although sometimes its just not an option for most due to the cost of that especially if there is no direct attic access.
When we were doing roofing we used to wrap the Ice and water shield over the fascia and down a couple inches, then keep the drip edge tight to help with ice damn issues (gutter over the ice and water covering it). It would obviously not stop them but it would help keep the water from getting in easily.