It's kind of a two way street IMO. They give value to MRP's other than good ratios and vulture wins, but there isn't really a good way to predict most RP's who will get them outside of the well-defined setup men. They definitely add another layer of complexity which I really like, though added complexity is usually the last thing I need.
i played in a league for a few years that counted holds. i am not a fan as there are only a few players that consistently get holds. these are the "setup men" that are becoming more popular on mlb rosters. so...the guy in my league that had Octavio Dotel (HOU days) got the 12 pts in the Hold roto cat, everyone else got few pts.
I advise against them simply b/c there aren't enough setup men to go around. (what a boring category too, yeah?)
"Wade Boggs once drank 62 beers on a cross-country flight."
I've purposely avoided using them because there's no good way to evaluate players on that basis. Its like picking team defenses in football. Everyone knows to draft Baltimore and the Pats, but after that everyone waits b/c it's so random. MR have a great role in a LIMA strategy that just about matches up with their importance in real baseball.