Interesting topic. I'm not 100% sure, but I'd lean toward giving it a try (though the price would prevent me from ever buying one). I saw a clip on these dolls on SexTV and they are apparently very lifelike in terms of feel, hence the high cost. The guy on SexTV was squeezing the doll's boobs and his girlfriend's boobs at the same time and said he could barely tell the difference (I found the squeeze test kind of sexy in an odd sort of way...)
Yes, doing a doll could be kind of weird, but what really makes it any different than jacking off to pictures on a printed page, or light projected onto a screen?