AlKim: Flight simulators, mostly. Some people use joysticks when playing games with vehicle sections, such as Modern Warfare, Saints Row 3 etc. because the proper throttle gives much better control of helicopters and such. I haven't tried it myself, mostly because the software of my Saitek is time-consuming to set up and the stick itself is in a box somewhere.
The reason my X52 collects dust most of the time is that I can't bring myself to reconfigure my settings just for Saitek to yet again change the file format while NOT providing a conversion tool. You would think that joystick manufacturers would make sure that their customers could even buy a new model from them and import their old settings for it with minimal effort, I guess some higher up in Saitek likes more about setting functions to each button by hand than actually playing the games with the controllers?