If you're talking about those little metal 'Tornado' things that spin the air as it goes into the intake, then yes, they do work very well. My boss had one (although his vehicle wasn't a key) and he says it's well worth the money.
And if it was that easy to produce the gains they claim, why didn't the vehicle manufacturer make and fit them as standard?
There is a fair amount of work that goes into designing the air intake so that it is optimised to run with the engine. Introducing an unplanned swirl into the airstream can be counter-productive, especially if the swirl in the cylinder itself is designed to go the other way. One other problem is the energy required to produce the swirl has to come from somewhere, it in fact comes from the velocity (kinetic energy) of the intake air. This explains the "better fuel economy" - the engine is quite simply not getting as much air as it should, and therefore does not get a full measure of fuel.
These things have been debunked so often (along with the various fuel catalysts) that it is surprising they are allowed to advertise their so-called gains.
Note that with most of these products, great emphasis is placed on testimonials and very little actual TRUELY INDEPENDANT scientific examination and testing.
The only real way of testing would be to do fleet testing. Have an independant body fit the devices to half a fleet, leaving the other vehicles standard. Give the researchers the vehicles (with no indication which is which) to put out to the users and then get the researchers to collect/collate data. The drivers and researchers should not know which car has/has not got the items fitted. Take the fuel requirements over 20-30 tankfulls with different drivers each day. This is officially called a "double blind" study and is an acceptable way of proving/disproving a theory. When Hiclone can PROVE to those standards then I will part with my money....
When I first bought the car, I spent a lot of time following Toyotas and Nissans and RangeRovers of various types (largish f&r beam axles, 4+ litre engines, 33+" tyres). When we would come to a major obstacle (hill, rock, etc) you could hear the other guys talking amonst themselves that "if the Kia gets stuck I guess we'll have to pull it through/up/around..."
Well the little Kia had a habit of not getting stuck, leaving the rest of the crowd saying to themselves, "Dam* Kia, How the f*** did that get up there????!!!"
Since I am about 10 weeks away from some serious mods (3.8L V6, auto, Toyota Tcase 4.7:1 low, Nissan Patrol GQ diffs and 35" Simex ET tyres) and a while back losing a number plate on one trip, I decided to have a set of "personalised" plates made, "DAMKIA".