I've only just bought this but the signs are promising. It really strengthens your hips. I had very minor SPD pain in my hips (and have been so careful to do everything right recently). After putting this on, I was a lot more comfortable taking bigger steps, walking fast, etc. I'll be able to be a lot more active with this on than otherwise. (I have had much worse pain in the past - I wish I had been told to buy one of these then, I think it would have helped a lot.)
The neoprene is perfectly soft, and the elastic is 2 inches wide and super strong. Neoprene and elastic can be used to set broken bones - and this 'sets' your hips in position.
You wear it between the big bit at the top of your hips and where you can feel the top of the thigh bones coming out of your hips. It holds itself in place well.
For completeness, here are the downsides: It is quite uncomfortable on your skin - you need to tighten it quite a lot, and it is obviously putting a lot of force on your skin. It bites in a bit when you are sitting down. Not intolerably, just enough to be annoying. Because it presses in so much, you get a different set of aches - but (fairly mild) muscular ones, as if muscles are working differently with it on. (None of these are because it's a bad design - it is only that you have something really tight wrapped round you).
Edit after further use:
Small is about a non-pregnant 8-10. (If you're pregnant you might want to buy a size up to allow for expansion).
Usage: I tended to find I didn't like the feeling of this and would only put it on before long walks (and I'd be OK afterwards) or would use it for a few days when I felt particularly sore and wanted a bit of help mending (it did help). There seemed to be a comfortable tightness that adds a bit of support without being too restrictive.