If they're well designed, strong, and don't get in the way of the toy they're nice (for instance the one on the VixSkin Maverick). If they're cheap or get in the way then no, I'd rather have a vibe pocket for a Tantus Suction Cup.
I picked what ever because I have both the Tantus suction cup My review and the sex in the shower double side suction cup (review coming soon). Between those two I haven't found a single dildo in my collection I can't turn in to a suction cup dildo. Thus it doesn't matter to me if it comes with one built in.