We use one with our pit mix when there are thunderstorms or other things going on that stress him out (like when my H has the guys over to play poker). It doesn't completely take the anxiety away but definitely takes the edge off...now, he gets excited whenever we get it out for him which is pretty damn cute
My pit mix has seperation anxiety and the thundershirt worked well for us when we were transitioning from her last meds to her new meds. They don't work for every dog, but it has a MBG so it's worth a shot.
I would also suggest the DAP plug-ins. They seem to help take the edge off.
We use the Thundershirt for various fears and anxiety. I would suggest giving it a try. It does have a 45-day money back guarantee so no loss if it doesn't work.
A few suggestions: Don't put it on only when you are leaving or he will start to associate the TS with you leaving and it will in turn create anxiety. Use it randomly when you are home for varying amount of time. No matter what, no big deal when you put it on or take it off. We do call Lily's her "Super Suit" but otherwise no big deal about it.
A few other tips on SA in case you didn't already know these: Make your coming home and leaving VERY LOW KEY. We actually don't speak to them at all prior to leaving, just give the crate command and a simple "Be right back." When coming home, DO NOT let out if whining, crying, barking etc. Ignore until all that stops and make NO BIG DEAL when you let him out. Wait for him to calm down and sit to give love and affection.
If you are not already following NILIF, do so, it should help a lot also.