SLI benchmarks do show a significant improvement in FPS but the graphics power in your PC won't "double". The problem with SLI is that on a technical level the memory capacity doubles and the GPU speed doubles but the SLI adapter doesn't allow for fast transfer of memory data so a lot of textures have to be kept locally on each graphics card. This essentially means that while the processing power goes up the amount of memory doesn't double but only goes up by say 150%.

One of my friends have SLI set up and he swears by it. I, on the other hand, don't have the money for it, so I can't tell you from personal experience.