My experiences have generally been good. I've had pain for 12 years now, and I've had trigger point injections a few times a year for the last 3-4 years.
Occasionally they just don't seem to help. That's always disappointing.
I find it's most useful if I can locate the particular knots that seem to be the worst and most stubborn. For example, my lower back likes to grow these walnut-sized trigger points, and they seem connected to a lot of other pains. When the doctor hits the center of the knot in the right way, it just melts away, and I feel better for months afterwards.
In my upper back, I have dozens of smaller trigger points. The doctor doesn't like to do more than 6 at a time, so wiping out just a few doesn't seem to help my pain much.
Sometimes the injection hurts no more than any other shot, sometimes I get a couple seconds of sharp pain before the lidocaine kicks in. My current doctor seems more skilled at it than my last doctor, and he rarely causes much pain.
The weirdest part is afterwards. For an hour or so, I tend to get happy and very relaxed emotionally and sometimes a little woozy, like maybe he shot me full of something more entertaining than plain old lidocaine
I've always assumed that's just the release of severe muscle tension.
I do make sure to ice for 30 minutes after the injection, and again that evening, and I don't exercise until the next day. I could if I had to, it just seems to work better if I take it easy for a few hours.
Overall, I think of a set of trigger point injections like a dental cleaning. (only faster and less unpleasant.) You brush, you floss, and twice a year, you go to the dentist and get your teeth cleaned professionally.
I deal with my muscle pain the same way. Stretching every day (Should be twice, but I'm lazy), exercise a few times a week, self-massage, I get professional massages when I can afford them. All this helps keep me in good shape. But sometimes the trigger points flare up anyway, and then I need my PM doctor's needle. Afterward, I use the stretching and massaging to keep the muscles loose for as long as possible.
So, in conclusion, sometimes they help, sometimes they do nothing. I've never had a bad experience.