I am very familiar with these devices as I work in this field. To answer your question - is it worth trying, I'd say yes it is. This therapy has been around for about 30 years, and uses very similar technology to cardiac pacemakers. For some patients the results are life-changing. It is unfortuate that not all therapies work for all patients though. With this therapy, the doctor can adjust it and target it to specific spots, and patients can tell almost immediately if it's working properly, as opposed to drugs that have delay-effect and leave you guessing. Some of the stimulators allow patients to make small adjustments too. Stimulators can be programmed to adjust for time-of-day (for example, sleeping or laying-down) also.
Best of luck in your treatment.