Some worms like hookworms are microscopic and one cannot know whether a pet has them or not. When you purchase over the counter dewormers, the only worm that presents proof of eradication is the tapeworm as the segments fall off through the anus and rarely so for roundworms. So its cheaper in the long run to have a vet administer dewormers since he will carry out the necessary tests before and after administering the proper medicine as proof of eradication.
Despite everything in me that wants to save that extra dollar here and there, when it comes to the more medical things like this, I think that I might have to shell out to get something that I am sure would work.