The purpose of fletching is to create drag on the rear of the arrow. The more drag, the more control you'll have, especially in wind. Helical not only creates more drag, but it gets the arrow spinning. Spinning is good when talking about arrows. If you spine is off a bit or your arrow has the tendancy to plane, spinning will help bring it back on the intended line.

One thing about helical, it's either all or none. A given helical clamp can only attach a fletch one way to your shaft. There is no adjustment. To change the amount of helical, you have to change the shaft. The larger the diameter, the greater the helical. If you shoot helical vanes, you won't be able to group your field tips in practice. If you do, you'll put a lot of holes through the vanes.