The realtime feedback is useful and actionable. Breathing more slowly, exhaling more than inhaling (counterintuitive), pausing, and breathing through the nose definitely make a difference for me.
But everyone is a little different so you have to experiment. Breathing is very multidimensional and hard to explain. The Nestor book is a good intro, and I've mentioned it on HN a few times before.
I'm a big believer now. It is almost laughably simple, and I have to cite the fact the fact that no company profits if you breathe better, sleep better, etc. It's a trite saying but true ...