They do sometimes have a tendancy to color your sound a bit, but not much at all. Along with the marshall power break attenuator, THD makes some very good ones called Hot Plates. You can check them out here . Plus the Hot Plate runs around $280 where as the Marshall PB runs around $520 (those are new prices).

Dr_Simon has the Marshall PB and uses it with a TSL100, so maybe he can chime in and give you some more info.