I love mine. It's very comfortable (and comforting!) to me. I have a CalmForter, and it isn't as heavy as some options out there (I think it's between 12 and 14 pounds). I always loved having heavy blankets on me in the winter and I find it does help me sleep more soundly. I also fall asleep much quicker when I am using it. It also helps that while obviously it needs to be cool enough to sleep with a blanket, it isn't exactly a WARM blanket, just heavy. For example, we had one cooler night this summer, when it got down to the 60s, and I used it simply because I was missing it and it was still comfortable. That said, I do wake up pretty warm in the winter when the heat is on, since I use it on top of my sheets and quilt.
A good way to explain how it feels is it's kind of like when you go to the dentist and they put the x-ray smock on you. Obviously it's more flexible and not necessarily as heavy but if you like that sensation, you will probably like the weighted blanket.