Dump valve questions

I`m thinking of getting a dump valve for my Celica but I know nothing about them apart from the fact that they release pressure from the inlet system. I keep getting different opinions as to if I should fit one or not? Firstly what exactly do they do? are they of any benifit to the car or are they just a gimmick? and are they easy to fit, ie can I do it myself? thanks in advance for your help.