Absolutely makes the difference between misery and happy hunting in the early seasons (and spring bear too). I also recommend the little "holster" they sell which has pockets in it for extra butane and repellent mats, plus a latch to attach it to a branch, your pack, your stand, etc.
Early in our deer season, when I'm sneaking slowly to my stand and otherwise would be getting murdered by mosquitoes even on the walk in, I fire up the Thermacell at the rig and attach it to the hanging strap at the top of my day pack. When I move that slowly, it can and does help keep the bugs at bay even while you're walking.
Like others have said, best $20-30 you'll ever spend. I also take mine camping/fishing with my daughters and a huge difference maker.