It feels about the same as crying without one, but I'm sure it feels better than not crying at all and bottling up the unpleasant emotions as opposed to letting them out, which is what most people do. I recommend doing it if you feel bad, it's very unhealthy to bottle up your emotions, I've never done it, whenever I feel bad like I'm going to cry I just cry.

Obviously for people who have been conditioned not to it'll be harder to let it out, but you should try, you'll feel much better afterwards, trust me on that.