The wedge has a couple good uses.
In a frontal assault it will be 'aimed' straight at the center of the target, which will put your unit's best guy directly on the target unit's top guy. Killing their leader will immediately reduce the unit's capabilities (note, be sure your top guy will indeed be able to kill their top guy). If you can get a clear shot at their general's unit this is very efficient for taking him out.
The other main use I have for the wedge is cleaning up routers. The wedge formation seems like it will 'steer' without stopping to reform much better than other formations and I can run down a lot more victims.
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