Spoiler (click to reveal)
* Reveal a new Clue card - yay, free clue.
* Move your pawn to a location of your choice - really good if you remember where she was/went when you put that fog card into the deck, otherwise just replaces the fog card action with a move action.
* Look ahead at the backs of the next 5 stealth cards -very useful. Allows you to work out where she is and moving to, so you can intercept.
* Discard this card and reveal a new clue - another free clue, but with a fog card cost. Still really good.
* Discard a clue of your choice then draw another from the clue deck - situation but usually good. In many cases you will have a clue that doesn't give you any new information, so can be replaced for one that hopefully will.
* Move your pawn to a neighbouring location - situation but not bad - if you are sitting on the location which generated the fog card you are using then it will allow you to move to her next destination and you'll be able to search for her there on your next action.
Those are all the good ones, which is 60% of the deck.
The following three
* Advance the stealth deck by 2 cards
* Discard this card
* Discard the top card from the stealth deck
are all bad ones, though arguably the middle one (discard this card) actually helps think out the bad ones at the cost of a fog card.
* Shuffle the Dark Lady into the Clue Deck and draw a new one - is usually bad, but if they clues aren't going your way you can luck into a better combination of clues. It does rely on you already having the matching clue revealed though, as without it you won't be able to deduce her identity.
So it is a risk, but you could end up much better off when using a fog card, or about the same. There is the chance of things getting worse, but that is part of the cost of the risk.
They are likely to see more play at higher difficulties I think, where the chance of a good result has a better payoff.