I'm with Thrall on this - after a while, I forget they're even there. The funny thing is, though, that even if I don't think they're doing anything for me, I stay totally wet the entire time I have them in. If i do actually pay attention to "down below" instead of just more or less ignoring whatever is happening in my vaginal area, I find that I become pretty aroused, even though I can't actually pinpoint a specific sensation.

On a side note, I went into a shop and was told that Ben Wa balls are actually very small and semi-useless; apparently they fall out easily, among other things. They recommended Smart Balls/Lilo Balls, which are larger, and I picked up a set that comes with an extra set of balls with heavier weights. I think it was a good buy.