Are cds marketed to help you sleep actually effective?

Personal preference. There are many available. It depends on you. Try one and see if it helps. Variable results.
Some are. Most self help materials that you can buy easily from the bookstore may have a combination of passive muscle relaxation exercises and guided imagery techniques. These will most often help those folks that have a difficult time winding down physically and mentally. These are usually good for those that have brief periods of insomnia, and less helpful for chronic insomnia patients.