I havent used it on the road yet (only got my bike yesterday but will be converting the non-tubless wheels soon). From experience on MTB, I've found Stans to be the best sealant.
Dont be one of these numpties that on their first puncture gives up. If you've got enough sealant it will seal. If you haven't and the hole is big but not too big, repair with one of these and bimble home or continue your ride (MTB):
If that fails and you have to use a tube then be prepared to faff and remember to check the tyre to remove the dozen or more thorns in the tyre you never new were there!
Also - remember to check sealant levels periodically and top up if you notice any on your frame as you've had a puncture but not had to stop.
I'd also recommend getting yourself some C02 from http://www.co2cartridges.co.uk/index.php?act=viewCat&catId=284
I use these with my inflator chuck thingy http://www.co2cartridges.co.uk/index.php?act=viewProd&productId=256&category=303
And if you want some cheap tubeless tyres to give it a try on, go for these:
If you find tubeless traumatic, it is more likely than not, you are doing it wrong. Google for how to vids. The notubes site is excellent
HTH and have fun