They are a type of ball and socket joint (remember them from Biology? [&:])

You screw the ball side into the servo horn (or control horn), then attatch the socket side to the push rod instead of the clevis or Z bend. Helpful if you have a pair of ball link pliers to put them together and get them apart again.

The Heli boys use them alot as they are supposed to have less slop, though as 3drcheli says, in higher tourque situations you need strong controll arms as they take the force out of the plane of the control arm, so can induce twisting.