In reply to Tarquell:
Rarely for personal climbing unless bivying as I'm usually trying to keep the weight and bulk down! Having said that they can be useful for digging snow belays, making anchors, using as a fluke and digging through cornices.
With groups teaching Winter Skills and Winter Mountaineering and when ski touring we'll often take them for group comfort (snow shelters, wind breaks), speed during demos and avalanche safety.