They definately do! I have them on my SC2. Especially the sunroof deflector, it will help direct the air around the sunroof instead of blowing into the back seat. Window deflectors are good too, you can crack the windows and not get wet in the rain and they help reduce wind noise. Hood deflectors are an excellent alternative to bras, and help defllect small stones and bugs from the hood and windshield.
These are what I have: (Saturn sells thier own also)
Ventshade (sunroof deflector, perm. w/ 3m tape)
Weathertech window deflectors (no tape and removeable!) Carbras.com (hood deflector, easy install and removeable too)
marx404
Anybody ever make it to a Saturn Homecoming in Spring Hill?