Do signup bonuses hurt or help you guys? It has always hurt me.

Two or three different times at different casinos I won a fair amount of money and wanted to cash out but most do not allow you to cash out minus the bonus. So basically they have always only hurt me rather than me benefit from them.
What are some of your experiences?
35X-50X rollover for first deposit bonus is a bait, it is used for eating all of your deposits, AFAIK, only a few people can complete this ridiculous high rollover actually.
i only use no deposit bonus and I have redeemed some money from this kind of bonus from some casinos, quite good cos it is funny and happy when I pass the rollover. if i lost it, i don't lose money of my pocket.