Look at the first image, I managed a good "direction of light" on my bride, but the shadows were way too dark.
So I grabbed my little Rosco gel, popped in under the wide angle diffuser of my on-camera flash, dialed down the power a bit, and bounced it off the ceiling to get the perfect fill and a nice bridal portrait.
Why not use them for creating some cool color effects on your images. When used, ala the Strobist off camera flash techniques, they can be used to create any colored accent light. The list of creative techniques available is as long as your imagination... and they are nearly free!