I've seen my fish go to the "cleaning station." One of my gobies would even sit there, open his mouth, and let the shrimp pick away. Even if they don't remove parasites, the fish seem to enjoy the spa treatment.
If you have two, they will mate, and release babies every month or so. It's a nice snack for the whole tank. I've looked into raising them, but it's difficult and time-consuming.
The only problem I've had with mine is that they'll sometimes steal food from the corals. I've watched them yank a piece of krill out of the stomach of a scolymia, not to mention mysis stealing from other corals.