If you have snow on the roof you run them when ever the temp is above about 28ºF. If you run them when it is too cold the water will melt around the cables but freeze before it drain way.

I was told there is a thermostat which automatically turns them on and off at certain temps - since ice damns only form during a certain range of temperatures around freezing there is no point keeping the cables on if its too cold or too warm for ice damns to form.

Im not sure if this is something that can be added to already existing cables or if you have to buy a set which has the thermostat already on it.

What I'm interested in hearing is if this really works - does it really completely keep your ice damns from forming? I have a really bad problem but would hate to go thru the expense of installing them only to find they don't work or only partially work. t.i.a.!

For whatever reason, this has been a particularly bad winter for ice dams. Roof heating cables do work, but not very well when there is a heavy ice/snow accumulation or when the temperatures are especially cold; in other words, they work poorly at the very times you need them most. The other problem with them is that they can be a fire hazard if flammable debris such as leaves, pine needles, etc. accumulate around them.
Using a roof rake - available at large hardware stores and home centers - can be difficult, but will eliminate ice dams before they form by keeping the roof snow free. Another important prevention measure is installing an ice and water shield membrane on the entire roof deck before reshingling - this doesn't prevent ice dams but does keep water from backing up under the shingles ands leaking into the house.