I started using one yesterday after waiting for their pathetically slow order processing and shipping (UGH). It does work, but take care in how you set it up. Go to their site and watch the quick setup video instead of following the printed instructions that come with the unit. This is key.
The printed instructions have you work a few cables all the way through the unit, connect them to the laptop, and then push everything back through the top side of the dock while connected. This doesn't work all that well, specially with things like mini-DP/Thunderbolt connectors.
Instead, follow the video. Hold the laptop in your lap, ports facing up. Drop the dock down in top of it, and from there start connecting everything up. Push all of the cables into place, all the way down and into the laptop. Then tighten the set screws in.
I'd recommend connecting all of the Henge-provided cables, even if you don't intend to use them initially. Having things like the USB cables already connected and in the dock makes it easier to add devices later.
jas