With anything, there are naysayers. Some oppose these groups, especially if they're mostly made up of unpublished writers, because it's a case of the blind leading the blind. That can be true if you're not careful in choosing your critique partners, and this is why it's a good idea to audition a group for a couple of sessions before you submit your own work.
Others oppose critique groups because they think the stories that make it out of there sound like they've been written by a committee, and that can be the case if you blindly implement every bit of feedback you get.
In the worst-case scenario (and mind you, I'm just generalizing and broad-stroking it here), you'll get the sci-fi guy who thinks your women's fiction novel is too touchy-feely, you'll get the book-club junkie who wants to turn your breezy subway read into an Oprah-approved weepie, you'll get the thriller writer who wants more action in your literary piece, the literary writer who bleeds ink all over your mystery because plots are for the great unwashed, you'll get the erotica writer who wants to turn your chaste-and-sweet Regency into something X-rated, the glamor-lit novelist who hates all that science-type stuff in your technothriller, and the Christian romance author who blacks out every swear word in your Chuck Palahniuk-inspired novel. Now that I've offended everyone and used up my comma-splice allowance for the day, let's move on.
You will want to find the right group for you, whether it's online or in person. Online groups are handy if there's a shortage of writers in your area. If a group is open to the public, you will come across every kind of writing you can think of and have to ask yourself if you're okay with critiquing styles and genres outside your comfort level. Private groups tend to be more focused (prose-only, fiction-only, genre-specific, etc.) and members tend to be more serious about the craft.
Are you trying to get published? If so, it's best to find a group of members with that same goal, because they'll likely be better versed in the writing craft (one would hope, anyway) than someone who scribbles for funsies. There's no right or wrong group to join, just the right or wrong group for you.
It also helps that you have your first draft finished before you start submitting, because it's harder for other members to influence the direction of your story at this point. If you're like me and need a deadline to get you to write that draft in the first place, then at least have a good idea of where you want your story to go.
When receiving feedback, don't feel obligated to use everything that comes your way, especially since you're bound to get conflicting advice. You need to weigh the critiques and pick which ones fit with your vision of your story. Of course, if the majority of the group has the same issue with a particular scene, you need to take note, because they probably have a point (assuming they're not lobotomized or just plain old clueless about certain genre conventions). As my beta reader told me, take what you need and shit-can the rest.
When it comes to critiquing, it helps to know where the writer is in their work. If it's a first draft, don't belabor the line edits, typos, and word choices unless they're so bad they pull you out of the story. The first draft is the time to let the writer know if the plot hangs together, if the characters are ringing true, or if there's anything that makes your eyes glaze over (or if it's so good you miss your stop on the commuter train). Resist the temptation to rewrite their story for them. It's not your book. When in doubt, ask the writer what they're looking for in a critique.
In short, choose your group carefully and don't feel obligated to stick around if it's not working for you. There's always another one you can join. I am also going to recommend you read The Writing and Critique Group Survival Guide by Becky Levine. She goes into more depth than I can in a blog post.
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