I use tungsten guide rods in my guns built for speed games in the limited or open class. The extra weight does help with quick follow-up shots and gives a little more stability in sighting for small or distance targets. Those guns though are either single stack or double stack 1911's.
I shoot my Glocks in stock division so that particular modification is not allowed so I don't use one on them. I know people that do and have shot their guns. They do feel good but they have to shoot limited class because of the modification.
I also carry my Glocks and don't particularly want the extra weight or mods in that case.
I'd also say that unless your shooting at a pretty high level and looking to gain fractions of a second, you probably won't notice much difference.