I’ve never used Zotero, Mendeley or CiteULike, although I have used similar products. The university I did my Masters at used Endnote and when working from home I used the web version with an MS Word add-on. I found it fairly easy to use, although adding the first few references by hand was annoying, until I found the import feature! This had an extra few steps when using the web version, I had to save files to my computer and then import them. Ultimately I gave up on it by the time it came to my Dissertation, because I was studying in the work library after hours, usually on the library computers without access to Endnote and it was (or at least seemed) easier to just write the references out.
The University that my Library service works with recently started using Refworks, and I signed up to get familiar with it so I could advise our student users and I get along with it quite well. Importing references from online databases is much easier and I can attach pdf’s too – which has made it much easier for me to keep track of articles I’ve been reading while doing my Certification (more so than just saving them all to my USB pen, as I have more info than just the file name to go on when trying to find something).
Two similar products I use at work are Delicious, which is more of a web page bookmarking site, although it sees very little use now compared to when we first started using it, and Connotea, which is another bookmarking site, but aimed at academics and professionals. We use the later to link to publications written by members of staff at our Trust and we can run RSS feeds (through Yahoo Pipes) into the Netvibes pages we set up for the Clinical Centres to show a list of papers on a given subject, using the tags in Connotea. Our Connotea page has proven to be quite popular, more so than the Delicious page, and I think linking it to the Netvibes pages has been a big part of this.