Yes, I have found they work while I am eating them, but the effects are short lived, and they are not cheap! The best thing I have found is an iPhone app or cd called nevasic which made a huge difference.
I'm surprised to read that you ladies had luck with preggie pops. I ordered some as I was also suffering from all day sickness and was desperate for anything that would help. However I didn't find I got any relief from these sweets. Don't get me wrong, they tasted nice but they didn't stop the nausea. For the cost I don't think it is worth it. Also on a side note - the wrapping says preggie pop on the outside so not the best if you are trying to be discreet in the early days because if your coworkers are anything like mine as soon as someone has a sweet they want one! I had to eat them in secret so that I didn't risk anyone asking for one!! My advice would be to just buy some hard sweets as they are cheaper, do the same job and you can offer them to your colleagues without anyone suspecting a thing!