I asked this question a while back, I really couldn't find much negative about it. I have no experience with using them, but from the research I found they are worth giving it a shot to see if your gun likes them. From what I understand the moly reduces pressures, which allow you to bump up your powder charge which will increase your velocity by 2 or 3% (this is just what I was told, I have seen higher increases in load books though). I was told very different stories as far as cleaning goes, some say it makes cleaning easier and you get little to no fowling, and some say it is a pain to clean and near impossible to get out of the barrel. I called hornady and asked them their opinion on it and the guy on the phone said he shoots moly coated bullets, reason being he can go out and shoot all day long without needing to clean, he also said he had a slight improvement in accuracy, and increased velocity but it was minimal.
Search "moly coated bullets" and you will find a thread where I was asking about them, it was just a few weeks ago. I didn't get much feedback and what I did get was very mixed... from it was the best thing they have done to the gun to it will ruin your barrel. I'd love to hear what you find out as I'm still up in the air on it.