I think they are great. The instructions that come with the machine say not to use it in the vertical position. This is confirmed by the instructions included with the carrying case (which is also worth the $10 BTW). They'll work in a slight breeze, but not windy conditions. Of course, when the wind picks up, the bugs probably won't be as bad. I know I can smell the insecticide burning, so I'm sure critters can. Of course, if they smell the ThermaCell, they smell you - hunt the wind. For what it's worth, my wife and I have both shot bears over bait with ThermaCells running.
I gotta check into Weasel's fuel canister suggestion.