my artworks at school last year were actually based on this sort of thing, and i got about 16 people to listen to me play and tell me what story or image they imagined when hearing each piece. this had quite a big effect on my playing afterwards, as i thought of these images- it made my Chopin Waltz in F minor much more emotional, except i only really realised this near the end of the year when i forgot about the story i had for it and couldn't understand why i couldn't play it as well as i used to.
also an interesting story that went with khachaturian's sonatine 3rd movement was (and about 6 people all individually thought of this) seeing a movie from the 1920's with just the music, no talking, and two guys bashing each other up in some comical way. so afterwards i just thought of that and laughed at it and it was my best piece! so i agree that stories definately help playing pieces, especially if it already has one the composer was trying to convey as it (obviously) makes it more meaningful. so yeah i go try to find out what the composer was thinking about when composing a piece, makes it more interesting too.