Well ESP must work with 4x4s, we had it on our Audi TT. Went to an Audi day once where they allowed us to test ESP (in an A6 this time), very impressive. I'm an advanced driver, and have driven many cars in many conditions, I consider myself pretty good but not a driving god. This was a 40mph 'mega swerve' test - I lost it completely with ESP off, skidding sideways to a halt (off the 'road'). With ESP back on the second time round the car braked the sliding wheel(s) and I made it through with no problem. The third time I was told to keep my foot on the gas, it was even better then. Now will I come across this situation on the road? Well I have once (see below*). I'm sure I've done more than 40mph in the Panda down a country lane where I may need to do a mega swerve due to horse/bike/pedestrian/oncoming car etc
Not everyone is a great driver, and aids like ESP, ABS are helpful. Otherwise they wouldn't exist (remember how much manufacturers pay to develop them). In some countries like Denmark (I think) ESP is compulsory, they have considered making it so here too.
I have ESP and side/window airbags. I'm not a bad driver, but since I could afford it and I don't trust anyone else on the road I paid for these extras. I hope I never need to find out if they work.
* The one time I needed ESP I was in the TVR. Driving along a nice straight road coming into the Northern outskirts of Bicester, coming up to a staggered crossroads where the right hand junction is dangerous/first. I slowed to 50ish and watched out. Nothing, so far so good. The left hand approach to this crossroads is pretty open, but a guy in a Ford Puma was approaching and couldn't stop in time (pretty bizzare as he was coming up and slowing so I discounted him popping into my lane). Then he didn't stop and carried on, stopping broadside in my way. I didn't even have time to touch the brakes, hit the horn or anything. I swerved around him on the other side of the road and got angry later. I was in my TVR T350 - even my old Chimaera would not have made that swerve, the Panda would definitely have spun out at the very least. Apart from the best of sports cars , ESP would have saved the day there.