I went to one. You quickly realise it's no different to a decent college. How you perform is dependent largely on how hard you work so it doesn't really matter if you go to a grammar school, decent state school, decent college, etc... (with decent I mean they have alright teachers).
With mine, we had very little freedom. They were quite strict. It depends on whether or not you like that kind of environment. For me and most of the people I know, it was quite annoying.