They're fun, but I think the next time I do a Wedloke, I'll spread the amount of time I spend on it, over a longer period of time. It's just so... urgh. xD
IF ti wasn't a Wedlocke, I'd have run through at break-neck speed, but in a nuzzlocke and weclocke, if a pokemon feints it's dead, you can't use it any longer, then there are other restrictions as well.
I tend to keep mine as well, unless it's a wonderlocke, then you don't really have the option to keep it. Soon as I buy a copy of X, to do challenges on, I'm so doing a wonderlocke. xD