I made one Mystery Quilt. It was on-line from a West Coast quilt shop, directions for each step/row posted the first of each month. What really made it special was that two neighbor quilting friends also did it. It was great fun comparing notes, asking if others had checked the newest instructions, comparing quilts that turned out so differently in spite of being from the same instructions. Fun memories (only from last year).
I'd certainly recommend them, and I'd do it again. It's kind of like working a jigsaw puzzle without looking at the picture first.