They're just as effective as the other kind!
For sure, lube can get messy, but tbh, no messier than it is to have the right amount of lubrication bodies need when they're making it themselves. And no messier than the kinds of sex where lube is needed or fluids are involved get, period.
But between that issue and the scent you're complaining about, there may be some easy fixes. For instance, using lubes that come in -- or that you put in -- pump containers instead of the kind you pour can help to avoid any mess. IMHO, it's usually the kind you pour out that wind up all over the place, in places you don't actually want the lube to go.
And not all lubricants have a scent in the first place: have you been able to really try a decent range of lubricants (and not just the usual two or three brands drugstores and such carry, which usually aren't the top quality lubes)?