I use a small box of pudding in my mixes. I also use dh brand mixes. To me when I bake the cakes the come out a bit denser but are much moister. I think its because the pudding mix retains all of the water and liquids insteading of them evaporating out. I use 1 box of pudding to every 2 boxes of cake mix. If you want it less dense you can make it 3 boxes of cake mix.
It helps to keep the cake moist and there is at least one recipe in which it is used to make the cake more dense for stability in larger cakes or to make the cake easier to carve.
http://www.cakecentral.com/cake_recipe-1972-27-Durable-Cake-for-3D-and-Wedding-Cakes.html
I actually used this recipe last week for a half sheet and a carved cake. Substituting the white/vanilla combo with Swiss chocolate cake and chocolate fudge pudding. It worked beautifully and was super moist and delicious. 
If you sell your cakes, you do need to warn your customers if you use sugar-free pudding - many people have reactions to the ingredients in sugar-free products (artificial sweeteners). For home use, it is different. I seem to be the one giving out food warnings today! I have food allergies and reactions, and if you make/sell your products and do not adequately warn people about certain products, you put yourself at risk!
http://www.duncanhines.com/DHCategoryTips/default.asp?tipCatID=16&subTipCatID=23&header=Tips+for+Substituting+Puddings
http://www.duncanhines.com/DHCategoryTips/default.asp?tipCatID=16
As mentioned above it makes a denser/moister cake. I have always used a 4oz box of pudding and an addition egg add to what is called for on the back of the box. And it has worked out great.
Look in the recipe section. There was another recent post about pudding in cake mixes. 
Also while some have had good luck with adding pudding to cake mixes that already have pudding in it, others haven't.
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