I don't use them much, especialy when I am the Romans. Your regular infantry is nearly as good with a pilla.

When I do use them, they are usualy Illyarian (sp?) mercs. because they are actualy pretty good. I have them in front of my line in skirmish mode so that they can get an volly or two off first, when the enemy gets near, they run behind my line and continue to pelt the enemy while my superior infantry hack away and my cavalry smashes into their rear.

One thing they are good at is killing charriots and elles. I keep a few around in britian and carthage for that reason.