You were wise to notice: this is one treatment that is very hard to tell how much is real evidence versus how much is advertising.
There have been a couple of studies about the efficacy of these devices. It seems like the do work in some people, but it is hard to know how effective they are. So the benefit is that you have a chance it will help your pain, but nobody can really give you are hard number. The risks are easier to explain. The surgeries are pretty easy. There is a small risk of infection, as with any surgery. The surgeon putting it in is responsible for telling you the side effects, and he/she will not be commercial about it. Once it's in (assuming there were no problems with the surgery), there really are no long term side effects of the device, other than that sometimes they lose effectiveness over time and will need battery replacement.