I don't usually like to use them, if only because I like to have more of a say over the nickname or lack thereof, but one notable exception stands out to me- the time I played through XD without using any Shadow Pokémon on my team. Basically, I restricted myself to stuff that didn't need to be purified- the starter Eevee, the Poké Spot wild encounters, and the ingame trades. And I used two of those ingame trades on the final team- I traded a Surskit to Duking for his Shuckle, and once I purified the Shadow Togepi (using only the Purify Chamber- my rule was, I couldn't use Shadow Pokémon, not that I couldn't catch and purify them), I traded it back to Hordel for Zaprong the Elekid. And lemme just say, Zaprong kinda breaks the game LOL. If you trade Hordel the specific Togepi/Togetic he gave you, Zaprong comes with the elemental punches and Cross Chop. Amazing type coverage, and you can even substitute one of those for the Psychic TM if you feel the need. And, the Orre games have no level-based disobedience mechanic, since you can't trade with other games until the postgame anyway. So the boosted Exp. gains are literally all upside. Shuckle was useful as well- the only one on the team to not have a nickname, since Duking's Pokémon don't come with them, but it worked very nicely alongside Irritation the Jumpluff, the two of them just stalling out enemies with Substitute (both of them knew this), Toxic from Shuckle, Leech Seed from Irritation... it was pretty cool.
Similarly, the boosted Exp. having no downside in these games is also partly why I tend to use the Plusle in Colosseum- that and just how well it works with Feraligatr. It's not an ingame trade, but it's still considered an outsider, having Duking as its OT, so it's the closest Colosseum's got.