In full size airplanes you really on see them on planes that are designed to cruise at high speed. Such as the corporate jets that are hitting .89 or more mach...

My understanding (no engineer at all ) is that true winglets are there to reduce/stop some of the airflow from going spanwise across the wing. At some point in speed/drag the airflow finds it easier to go along the wing and off the wingtip than to go over the wing.

Now endplates and etc.. are another matter...