It depends on how you take them. If you go to one looking for praise on how good your work is, you will be disappointed, nay, crushed. I go to workshops to find out how my work appears to other eyes who have not read my previous books and expect my ms to be torn apart. Then I can write it better.
Last weekend, Greg and I went to Necronimacon, a science fiction convention in Tampa. On Sunday, we attended a four hour workshop with two other people and the director, a experienced author and workshop runner. We both learned a lot and came out of it better writers. However, it took a couple of days before we actually looked at all their comments. There is a certain amount of anguish involved.
My advice is, if you have a chance to attend a workshop with a professional, grab it and be prepared to be hurt. Look for the good things they say about your work; that will give you some ego-boo.
We also talked to several of our writer and sci-fi friends, and attended panels about science and writing. And just hung out.
