They are generally quite good to have. They are the best detritivores to have and they eat a ton of junk and leftovers that accumulate in/among your rocks and tank bottom.
There are, however, a few species that feed exclusively on corals. If you don't notice any problems with your corals yet, then you likely won't. Many people spread the myth that all bristle worms are bad, but the vast majority are good.
They can hurt though if you get nailed while moving stuff around in your tank.