In general, they are not a good deal for consumers. Guaranteed cheaper rate <> lower bill
This is for Illinois, but I imagine it is representive of other programs:
http://www.citizensutilityboard.org/GasMarketMonitor.php
disclaimer - I work for a natural gas utility. Due to our vast storage capacity, which allows us to purchase when prices are low, we are able to provide the lowest cost. However, we make no money on the price of gas. We pass along the price we pay, without markup. Our revenues are based on delivery charges, which we get regardless of who you buy the gas from.