I have a few.
They do help. Although as you are reading them you realize that they point out the obvious, and you feel kinda silly. But for me it was partly being embarrassed to admit that I needed help making conversations.
But at the same time I found that a big thing that they do help with for someone like me anyway is that they make me realize that it is "okay" to do certain things. It is okay
to talk to strangers in line, or on the bus etc.. I used to be so uptight about that.
And they also do help with the technical stuff, like opening lines or closing lines (how the hell do you end a conversation smoothly and non-awkwardly.) I like to over analyze everything, so I bought several. Conversationally Speaking, What to Say Next, How to Start a Conversation with Anyone
...also books on flirting. I got them at amazon. The ones I mentioned were pretty good. They all say more or less the same thing, but it seems one will have a chapter that covers something or does it in a different way than the other book, which is why I like to get more than one book.
Incidentally, I am writing a guide to conversation (for quiet people). :P Look for it on PDF file format or some blog somewhere. :P