Yes they work ... for certain situations, and that's the important thing to know. If you're the only vehicle on the road, cops are using LIDAR units, pacing you, or they are using photo radar you'll likely be getting a ticket.
Radar detectors will do nothing about LIDAR except let you know you're going to get a ticket unless you have a laser jamming system as well but that is causing other, more criminal consequences, depending on where you live. Some places are charging people with laser jammers with obstruction of justice which is charged under the criminal code, not under the highway/traffic code and is a much more serious offense.
Photo radar is becoming very popular; the photo vehicle sits on the side of the road and sends a very narrow radar band in the same direction as traffic which minimizes the radar return and is only occasionally picked up on radar detectors further behind in the flow of traffic.
Radar detectors work great when coupled with an aware driver, if you rely 100% on the detector you will most likely be getting a ticket. In the last 5 years I have received one ticket and that was driving in my company truck doing 97km/h in a 80km/h when I thought it was a 100km/h zone. I'm an 'aggressive' driver and I have a truck that's built specifically for my driving style; yes I speed, no I'm not stupid about it and I'm not weaving in/out of traffic, but I do drive fast when I have room to do so. If you educate yourself on their limitations you can use them quite effectively and mine has saved me from some high stakes tickets.