I've been to a 10 day Vipassana retreat. I appreciate people say it gave them great benefits, but it did not sit well with me, so I share my story in the interests of balance.
At first, things were fine. I adjusted to the silence quickly enough, the food was simple but nutritious, and didn't mind the meditation (other than the pain in my legs and back, but my request to sit on the back wall was granted). However, mid way through (I think the 5th day), I went to sleep and experienced a sensation I had never (to my memory) had before... as I closed my eyes, I'd experience bursts of not too pleasant images (some of a sexual nature, some more grotesque, etc...). Each image would last roughly a couple of seconds, before moving onto the next. When I opened my eyes, the images were gone, when I closed my eyes the images reappeared straight away.
At this point, I freaked out. I was worried that I'd done damage to my brain. Unable to sleep, and feeling like I had to make conscious effort to breathe, I contemplated what I could do. I didn't want to turn on the light (I had a roommate), nor did I want to spoil the course for anyone else by making too much noise, so I just stayed in bed, awake, for as long as I could (I calmed down a little in this period). I eventually struck up the courage to get up and speak to one of the course supervisors. Speaking to him helped, he advised me to try to rest and he'd arrange for me to speak to the course teacher in the morning... eventually I did get some sleep.
I spoke to the course teacher. He reassured me this was all part of the process (such visions are not unheard of, but of course I can't say for sure if you'll get them too), the way its sold is that its part of your body letting go of these thoughts. I was not convinced. Furthermore, whilst I saw the people running the course (including Goenka) were kind hearted people, I felt isolated, unable to talk to those with a more neutral perspective.
Later on, I also took unkindly to the late night teachings, which again were well intentioned and in some ways comforting, but occasionally said subtly hurtful things. For example, love between couples was described as a business arrangement (I'll love you if you love me). If you weren't paying attention such comments would slip by, but at this point I was trying to fend for my own sanity so I was paying more attention to such things.
That being said, I do believe meditation can be beneficial, just not in the way the course was led (this is just my experience, other people found the course beneficial). If they had taught the technique alone, and asked you to practice it (without trying to tell you what it all means, about your ego slipping away, etc...), then I think I would've taken to it more kindly. Buddha was supposed to have emphasised experience over verbal teaching, so I personally believe teaching the technique with simpler guidance would be appropriate. I also believe meditation is a good way to come to terms with the eventuality of death.
Again, I cannot tell you what you'll experience, and as you can see from comments here it worked for others, but just in case you try it and it doesn't work for you, please know you are not alone.