OK, I'll just give an example where shaped recordsets are a solution (and they work too). You have a parent-child relationship that is all on the client side at the time the data is collected. You want to improve your chances of data delivery on a three-tier architecture and its immediacy is not particularly important. You bring in MSMQ, populate a shape recordset in the client and off it goes. On the backend, a component takes care of reading the message and traversing the recordset to make the inserts.

This is an application we have in production here. It was built by a coworker, but we used to discuss our projects on a regular basis.