All the frickin' time, especially as Rome. I build them everywhere in enemy territory, I use them to block passes, as a delaying method, I even use them in friendly territory as a place to store a legion that I am building (I say legion because this is generally useful only as Rome; but it may be occasionally useful for such faction as the Seleukids when building a very large army.) I also find them to be rather useful if I am besieged in one with a notable army; it works well with my main tactics, which are essentially to force the enemy to attack first, and then to hold, divide, and conquer. I always "sally" as soon as I am besieged, and pour my soldiers out of the sides and, mainly, the rear; this often forces the enemy either into a defensive position, or to divide up his forces. Either way, victory tends to come more easily than in a field battle. Of course, if I am moving and I see an enemy army, I won't build a fort and wait for him to come to me- that would be cheating. I will go after any army I see that I think I can defeat.