I love 'em - they're near the top of my list.
Of course, helgrammites are mainly associated with bass fishing and - at least in my experience - are much more numerous in warmer rivers. I fish with helgy nymph flies frequently, esp in the early to mid summer months. As Afishinado said, a dark marabou fly will hammer bass. I personally prefer more accurate patterns. The pic below shows a couple naturals with one of my nymphs.
I don't bother with imitating the adults although I suppose it might make for some good fishing under certain circumstances.