I use them; too much sand here in Florida, and I fly off scarce grass most of the time.
I do not know how much they help, but they have caused me no trouble at all.
I have kept them securely in place with a little plastic tie-on.

I have noted less engine noise (yes, the carburetor aspiration causes noise), and much less oil deposits over the cylinder and cylinder head (which are bad for cylinder cooling).
I have not noted any loss of power.

I use the less fine mesh, which remains saturated with oil.
They have prevented dirt to get into the engine during more than one nose over that have broken the propeller, but have not knocked the screen off.

As fuel filters, air filters are a very personal choice, since nobody can really have strong negative or possitive reasons on them.