I agree - there's nothing wrong with using a good consultant.
However, it's hard to find a good consultant. There are many unscrupulous crooks out there that want to take your money and run. It's the same in business consulting - you'll find a ton of fly by night operators, but a really good consultant is worth the money.
So how do you find a good consultant? You need to educate yourself. The more you learn about the process, the easier it'll be for you to distinguish between a crook and a honest broker.
It's like doing your taxes - yes, you can do it yourself, but you can go to an accountant and have him/her do it for you. If you are naive/foolish/unlucky, he can rob you blind.
The problem with immigration consultancies is that most people just do it once - with an accountant, you'll use the same one forever if you trust him (likewise with any professional - lawyer, doctor, banker, etc.). The professional has an incentive to do the right thing, otherwise word will spread and he won't get any clients.
Immigration has misaligned incentives thought, making it easy to exploit people, and that's why you need to be extremely careful and do your own due diligence.
The Canadian Immigration process is extremely easy, and anyone who qualifies for FSW/CEC/PNP has all the skills they need to do it themselves. Now, if you want to consult an expert, do so by all means - but don't expect someone to magically do everything for you and get you into Canada. If you're promised that, it's time to run away.