chain tugs/tensioners have a plate with a hole in it with a nut and bolt attached to it somehow, some are welded, others have threads with two tiny nut and bolt combos threaded in.
the plate goes over the dropout and the hole in it is for the axle to go through, and the bolt comes out the back of the dropout. the nut is then tightened down against the rear of the dropout, which pulls the whole wheel back, thus tensioning the chain. some people use two, to keep their wheel properly aligned, other people use on and adjust it on their own. they work really well.
maybe in a race situation, they'd make wheel changing a tricky proposition, but then, most races that could possibly involve wheel changes are road races, and road bike dropouts aren't designed to accept chain tensioners of this sort. track races are too fast-paced to make changing a wheel mid-race not a viable option. and if you're a track racer, and you run tensioners, and have a spare wheel, chances are you could front the extra dough to get another (set) of tensioners for the spare as they are not very expensive. if you're just changing a wheel at home, then you have time and chain tensioners aren't a very big deal.
some people run them, some people don't. i used to have them on a couple of my bikes (a track bike and my BMX) but the one on my BMX got thrashed, and i realised that the one on my track bike was kinda pointless, and the type i was using, combined with phil hubs, made it a TRUE pain in the ass to do any work on my bike. (the tensioner i was using had a little cutout in the piece that goes in front of the nut so it sort of wrapped around the dropout, which meant that i had to loosen it every time i wanted to take my wheel off, which i, for some reason, was doing a lot a few months back, and i have no idea why...).
i have some old JP BMX tensioners that i'd use now if i felt i needed them. they're like the surly ones, and the ones that look like spurs....mmmm....spurs....