I haven't camped with one, yet, but I use one regularly for hut trips and they are amazing. You can haul more and if you haul less, it's still much easier. When I made the first one, using the plans mentioned above at skipulk.com, my buddies had a laugh. Especially when I loaded the pulk with some nice micro brews and excellent food. Until we had a mile and a half to go and my friend's older brother, who came from sea level, was spent. And the weather was getting worse. We loaded his brother pack on the pulk and kept on going. The next year there were 3 pulks and the last trip we had 6. But it was probably the brews rather than the extra hauling capacity that sold them on the idea.
So far, snow depth has not been an issue. Although the most I've been in is about 18" of powder. The skier/shoer packs the trail down in front of the pulk and the pulk rides high. The weight on the pulk is significantly less than the human so you don't even notice the pulk behind you.
I carry anything I may need during the day in my daypack which the pulk attaches to. It's just easier that way.
I have never thought, "Hey, I should climb on the pulk and ride it down the hill." :)
Snow shoes vs skis? Depends on where you are going. When we are at the huts we go skiing and most of us use AT gear. Skis give you much more float. But if you're not in powder, snow shoes are less effort and significantly lighter. Last time out, I used trail runners, 40 Below LE overboots, and Lightning Ascents. And I hauled my AT gear on my pulk. My AT gear on the pulk was probably an extra 18 pounds, which sounds like a lot, and it is. But my foot weight was close to 6 pounds lighter per foot. And you know what they say about a pound on the foot. 5 miles=26500', 26500/2=13,000 steps, 13,000 steps x 6 lbs per foot = 7800 pounds of lift of extra effort. Almost 4 tons of extra effort avoided. A ton here and a ton there and pretty soon you're talking about significant savings.
As far as side hills, I generally don't worry about that on the way up. There aren't that many significant traverses on the trails I take. If it slides a bit, that's OK. I have removable fins that go on the inside on the way up and on the bottom on the way down. They allow you to ski pretty aggressively and the pulk stays right behind you.
If anybody near Denver wants to borrow one or two to try it out, you're welcome to. Just let me know.