I have had pretty good luck with them. LGA is the worst, both for UA and AC. Of course, smaller aircraft like the 737 aren't palletized, so there is not a priority container which comes off first.
My only problem is that I have to keep "reminding" agents to put them on the bags at check in.
You would figure that an agent working at a J/*Gold check in line would be used to putting tags on all the checked bags.
Interestingly, on AC, my baggage tag itself always reads "J/C" regardless of class of service--so in computerized sorting centre's the computer record shows the priority, as well.