One of my first beers I thought turned out better than it would so I entered one for feedback. Got 3rd place (FES). I had one certified judge out of 3, feedback was all over the place, but at least it was some feedback. I got a bronze medal, scoresheets, and a sticker I think.
I finally entered some more beers (almost 3 years later) in the Upper Mississippi Mash Out and got two 3rd places, and one 1st place (Irish Red). Results got delayed one week in mailing, so I am still anxiously awaiting those. My smoked porter got 3rd, and I just had one last night (it's been bottled from the keg for 1 year) and the carbonation was pretty low, so I bet I got points off for that. Hoping I get good feedback from all my beers. We'll see..
But yea, you should always get your scoresheets with feedback on them. Whether it's much feedback or not is hit or miss. I would think bigger competitions would have more better judges so you would be more likely to get better feedback. The first comp I entered was a fairly small one. The latest was pretty big, 1000 entries.
Edit: Got everything today. 2 judges/scoresheets per beer, good feedback from them all. I got 3 medals and 2 gift certificates for $10.