You have to remember that they only check out the prices of firms who're prepared to pay them a decent amount of commission for getting customers to switch to them. So there might be firms who can offer you a lower price (possibly such as Octopus) who'd they'd never switch you to.
I wouldn't recommend them because they don't compare with every supplier, only those that pay them commission.
The Money Saving Expert's similar service does compare the whole of market