I have never had success, nor heard of success, with those things except from people who didn't have rodents to begin with.
And I'd never use one if I had pets in the house - even though they 'claim' it is safe, it would be a shame if poor Fido or Fifi had to bear the sound, even if it wasn't that high I just wouldn't use it around animals. I have my doubts that anything at all comes out of those things, but again, just wouldn't put it in a house with pets.
I've seen a mouse nest about three feet away from one of the devices.
From what I know, they are useless -- better off learning where the mice run, setting appropriate traps, and sealing the openings they are coming in from using metal (stainless steel wool, screening, etc.)