I did self help before I joined lesswrong, and had almost no results. I'd partially attribute Lesswrong to changing me in ways such that I switched my major from graphic design to biology, in an effort to help people through research. I've also gotten involved in effective altruism in my community, starting the local THINK club for my college, which is donating money to various (effective) charities. I have a lovely group of friends from the Lesswrong study hall who have been tremendously supportive and fun to be around. There are a number of other small things, like learning about melatonin, which fixed my insomnia...etc. but those are more of a result of being around people who are knowledgeable of such things, not necessarily lesswrong-people.

In short, yes, it is helpful.