Let me throw in an amusing story from a friend who watched it happen: a study years ago in an Oklahoma mental hospital was done to compare the standard antipsychotic (maybe Thorazine??) with a new candidate drug. An hour after getting their dose, the patients were ragging on each other along the lines of "We got the good stuff! You got the sugar pills!" and "This new shit isn't near as good as the old."
But yeah, double-blind studies are still better by miles than alternatives when people are involved.