I have been using Neutrogena T-Gel for years (coal tar). I swear by the stuff, and buy it in the large refillable bottle size at Costco. :O
I started using it for itchy scalp, which I get when I work out with either a hat on (e.g. running, skiing), or sometimes with my hair in a pony tail (something about the sweat irritates my skin). In general I have very sensitive skin.
I also use the T-Gel for dandruff (since that is one of its other useful qualities) - in particular during the winter, although I find the best, or a combined, solution for dandruff is to use a super scratchy brush on my scalp to "loosen" the dandruff just prior to washing my hair.
Yes, the T-Gel stinks, but as long as you use a conditioner after, I have never noticed the smell on my hair. Also, I generally try to just apply the T-Gel to my scalp, with only a teeny bit on the rest of my hair. I color my hair, so most days I use a high quality color treatment shampoo, and always a color treated hair conditioner. I don't notice a difference in the "quality" of my hair due to the T-Gel, but I would imagine everyone's hair is different.
During the winter, I use the T-Gel every other washing (and I only wash my hair about 3 days a week - basically the days I work-out). During the summer, just once a week at most.