I had one black sea cucumber (the LFS called it a "sea turd") for about a year. It was the best sand sifter I have ever had, was more interesting to watch than I ever imagined, and was much more nimble in navigating around rock and corals than I would have thoght possible.
BUT, when it did finally die (I have no idea why) its body became this mass of sticky strings that could not be removed from anything they got on. I had to throw away the net I dipped it out with.
I have heard stories about these things poisoning tanks when they die. This did not happen with mine, but I think I caught it before it had been dead very long. It did make a physical, if not a chemical, mess.
So, my experience is that they are remarkable creatures that do a great job cleaning sand and rock, but be very aware that every living thing you put in your tank will eventually die and this must be taken into account.