How has a heart rate monitor improved your workout?

It never did. I just ended up just not using the chest strap. I have since lost my Garmin so I don't have it anymore. Of course, at that point, it wasn't about calories. Now that I know what I know about HRMs and calories, my answer would be the same.

Here is a great topic if you are considering getting one specifically for estimating calories.
http://www.myfitnesspal.com/blog/Azdak/view/the-real-facts-about-hrms-and-calories-what-you-need-to-know-before-purchasing-an-hrm-or-using-one-21472


ETA - in the future as my triathlon training progresses I may invest in one, however, it will not be for the purpose of counting calories.

I wouldn't say it helped other than when I'm running and think my heart is beating too fast and I should stop I can check and see if it really is. If you're counting calories and want to eat exercise back it can be invaluable in knowing what your numbers are.