I do but in very, very small amounts (not more than one for every second army and only by the time I am getting a 40k income). My two main roles for them are to act as instant battering rams and to lower the morale of the enemy without ever engaging in the actual combat. They are just too expensive and difficult to replace. However, my every army has three highly experienced spies and one assassin attached to it, so the gates are always opened by the spies (who have a higher than 100% chance opening the gates together).
My favorite elephant tactic is to combine them with all of these units: galatian wild men, scythed chariots, flaming arrows and artillery when possible to make the ultimate intimidation force. All of the above mentioned units affect the enemy morale and when playing as the Seleukids, the enemy routs (at full strength) upon contact with my troops. They are so demoralized by this that most of them do not even have time to take losses before they rout, leading the other units with them. Even if the enemy does not rout right away (such as if the enemy army is made up of elite or very experienced units), they still rout right the second after their general dies, on whose death I concentrate all of my efforts. Numerical superiority even further demoralizes the enemy ("distraught over the number of enemies"). Just be sure to have plenty of light cavalry to pursue such a massive rout.
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