I hate them. They're like three questions in one! When I take the test for real, I'm going to save them all for the end since they're presumably worth the same as the others. That'll teach those GRE people. Who's with me?!
I would recommend that you at least read the question before you skip it. Many I, II, III questions are pretty straight forward. My personal pet peeve were the "where's the flaw in this argument" questions.
The I, II, III questions can actually be a fair bit easier to narrow down and guess than many of the other questions on the test. That being said, they can be time consuming, but not as much as the "flaw in the argument" questions.