Now I'm thinking about getting one for my Tormek too.
I've had the Woodturners Wonders Tornado 1000 grit CBN wheel on my Tormek for several years and I like it, but there some operations where you need the regular Tormek grindstone ... mostly if you do flat woodworking and need to sharpen plane irons, jointer blades, and planer blades because the grindstone surface needs to be trued to the universal support ... obviously the CBN wheel can't be trued. While the CBN wheel is very close to being true to the universal support it's not quite perfect (close is only good enough for horseshoes and hand grenades).
There is a design problem with the CBN wheel from Woodturners Wonders that apparently still hasn't been corrected. The Tormek grindstones are flat on the side that goes against the body of the Tormek, but the hub of the CBN wheel is recessed about ¼" from the rim. The result is that there is an interference fit where the wheel drags against the frame of the Tormek. I fixed the problem by putting two ⅛" thick machined flat washers on the wheel shaft before installing the CBN wheel. This works, but the quick lock nut just barely has enough threads to hold. I need to have the thickness of one of the washers machined down a bit more.
The thing that really surprised me about the CBN wheel when it was new was the aggressive metal removal ... even though it is 1000 grit I could remove metal about as fast as an 80 grit wheel on a dry grinder. Initially the wheel had a lot of excess CBN crystals so it was shedding lots of CBN for a while before settling down to the slow metal removal that I would expect from 1000 grit. One small complaint is that the 1000 grit CBN wheel doesn't give as smooth an edge as the standard Tormek gray stone.
I sometimes use the CBN wheel dry, but I much prefer running it in water with Honerite Gold anti-corrosion additive. When I am done with using the CBN wheel wet, I remove it, rinse it clean, and then dry it with a towel. Not everybody wants to go through all this effort ... if that's you then use it dry. I don't like the mess of metal dust and CBN grit all around and on the Tormek when I run it dry.
CBN wheels do wear out so don't believe any claims that you'll never need to buy another CBN wheel. I would estimate that the life of a CBN wheel is roughly the same as the regular gray stone wheel ... maybe a tad longer.
I won't be replacing my CBN wheel with another one from Woodturners Wonders, but I will probably give the Tormek diamond wheels a try. The nice thing about the diamond wheels is that they can be used to sharpen tungsten carbide cutters. The price of the diamond wheels is essentially the same as the CBN wheels.
I haven't found my Tormek to be messy. Could it be that you are overfilling the water tray? I don't keep the Tormek close to the lathe because shavings and dust in the water would be messy, but that is a self-created mess and not inherent in the machine.