There were a few discussions on our recent retreat about Frixion Pens – what are they? Why would you use them? Do they stain the fabric?
One of our members found this great article that contained recommendations from the manufacturer. Have a look here
Eastwood Patchwork Quilters Inc. 
I know of an instance where these pens were useful, it was on a stitchery with applique. After the applique was complete a quick press meant the marked areas for stitching disappeared! Overnight in the freezer in a plastic bag brought the markings back and the stitchery was completed. The marks don’t show under the stitches.