There are many many species of Bristleworms. Of the hundreds of species, only 3 or 4 are harmful to our reef tanks. Those 3 or 4 are also very rarely found in our tanks. The remaining many species are very beneficial at keeping out live rock clean, scouring our tanks for detritus and many other useful things.
Now just because they're beneficial to our tanks, does NOT mean they're beneficial to US. Don't grab them and be careful when moving live rock and such. Their tiny "hair" like structures can break off in our skin causing irritation. If this happens, pour vinegar on it. That's also a great remedy if you get stung by corals, by the way.