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I've got sets on two bikes, disc and rim brake. They're good IMO and still fairly cheap over at RCZ bike shop (I paid about 15eur a pair).
Benefits I find, far easier to use in the winter when your hands are numb, easier to keep the wheel centered when doing up again as you can apply pressure more progressively.
Downsides are they're heavier, normally expensive, more or less impossible to do to their required torque spec as you can't fit a torque wrench so you just do it by feel (aka crank the fuck out of it)
What are the most secure skewers apart from Dura Ace?