One of my favorite ways to use them is to Deep Strike them behind enemy armor with AV10. Then, let them blast away with 18 shots. Typically, 9 hit, and 3 Glance/Pen. That right there usually makes back thier points. Also, it's common that the enemy is too far away when they come in to do any real damage to them (because most infantry is trying to get into assault with the rest of my army) so they can fly around and take out units from behind.
That, or send them up the flank and do the same thing.
That, or send them up the flank and do the same thing.