I've used UserTesting (and its service Peek), as well as other user behavior analysis tools like HotJar, Crazy Egg, etc.
To answer your questions:
1. Do you use such services? If so, what do you choose?
// I use them to either confirm or reject hypotheses I have about my product's/business' performance metrics, and gain ideas as to how I could improve them. Best example: my team's goal was to increase the %age of users successfully making it through our onboarding process. We collected a handful of videos via UserTesting, and gained dozens of insights into ways we could simplify and clarify the process - and it resulted in a significant jump in our conversion rate.
2. How you choose it?
// Being in the web/UX design industry for a while, I'd heard of them before (via following relevant Twitter hashtags and UX blogs), and mentally bookmarked them until we had a need. Did a quick price comparison first with other similar services, then decided to pull the trigger. My primary decision criteria were: 1. How much is it? 2. How quickly can we get back data/results, and 3. Are we able to find good-quality, targeted participants that are similar to the kinds of users we're going after?
3. What was the main problem of using such services?
// I don't think we were able to find exactly the types of participants we needed, but we had pretty specific criteria our first time around. Once we relaxed our requirements a bit, things were smooth from that point onwards. This was probably a couple years ago, though, so I would imagine their pool of participants has expanded significantly in breadth, diversity and available targeting criteria since then.
4. If you didn't use it, tell me please why?
5. Will you use such services in future?
// Yep, absolutely. It's one thing to look at the analytics to try and figure out why people aren't doing what you want them to do in your app/on your site; it's a whole other thing to *actually see* what individual users are doing, and hear their rationale in real-time.
I hope that helps - feel free to gimme a call if you have any other questions! ~Jason