They are handy but if you have a website and domain and autoresponder like GetResponse and Aweber you probably have all you need. You can easily create a capture page on a sub-domain and use the autoresponder forms then those same autoresponders will keep track of your leads and they won't ever steal them for their own use!
How do you choose which to use? You test them and you look for others you trust that have tested them. I have tried a few marketing suite tools and have come to the conclusion that many are just not ready to be published. The promise is there and it all seems pretty awesome to have them all in one place but I guess they just are not that easy to put together and so there are often a lot of the tools that just don't work...yet.
I was involved with a company that offered a set of marketing tools as way to get you into another part of his business. The guy ended up taking everyone's contacts and laughing about it saying he was teaching everyone a lesson by doing so. Fortunately, I really wasn't utilizing the tools because the site and videos he used to promote it were pretty unprofessional so I think I had 2 contacts that I never spoke to in there.
I tried another one and though it had promise, the guy did not have the funds to get the whole thing together so it too was not fully functional and he did things that I know you just can't do. You can't just grab images off Google from anywhere and use them. This can get you in trouble but most of the backgrounds for his capture pages were made using these images.
Another great way to find out what works and what doesn't is to visit forums. There are loads of professionals who know their way around online marketing and are happy to share their expertise in this setting.
Many tools are free for your use. Visit my site homebusiness-wealth.net to help with more of the basics.