It depends on what you are doing it for, if you've found site(s) that don't use rel=nofollow $1.39 for 1000 users is a pretty good deal, especially if the CAPTCHA is stopping the vast majority of spammers from making the link juice worthless.
I'd pay $1.39 for 1000 links from sites that haven't been spammed to death with out thinking about it.
The evidence that they work is right in front of you. The incremental cost of posting 1000 spam comments went from basically zero to $1.39.
I use ReCaptcha on my sites and, as far as I can tell, the only spam getting through is humans (typically with .cn hostnames) manually entering the CAPTCHA. Meanwhile it's blocking 100s of dumb, automated attempts.