I have an example almost of the sort you are looking for, but not quite with the happiest ending (at least for me!). I was struggling to solve a problem. I identified a statement that would be helpful. I asked on mathoverflowI asked on mathoverflow. I got an answerI got an answer. It turns out that both the statement and my intended application were about to appear in an article by some other authors.
In this instance mathoverflow has saved me a great deal of effort simply by allowing me to not work on the problem and read instead someone else's solution. Without mathoverflow it is very unlikely that I would have heard of the article before it was published. (It doesn't seem to be on the arxiv.)
In general, it seems to me that mathoverflow is an extremely efficient way of getting expert advice on research-level questions.