Yes have and use one. Like anything it has its good points and bad...
The biggest one I ran into had to do with mash in and mash temps.
Best way I have found is heat mash water in HLT. Do not put grains in mashtun, move water over to mashtun, using back fill and top, reheat water to temp. Add grains a little at a time and stirring. Let grains settle for about 10 mins then start recirculation.
Also yes thermometer on top and bottom until you figure out what you want your mash temp to be. It like me you are used to using a thermometer in the top of the mash you will find you need different temp pulling temp from bottom of mash.