I'm sort of the black sheep on this subject. I keep a squad of ten scouts with shotguns sitting around, mostly because they look cool, but also because occasionally, they're extremely useful. Against armies with a lot of lightly armoured T3 models (Tyranids, Guardsmen, Eldar) shotguns do their damage through volume of dice. It takes a little skill to use the unit well, but getting 20 shots, even at S3 (which wound the aforementioned on 4's, which isn't bad really) and following up with another 20 attacks in close combat that have similar, if not better, odds of putting a wound on a model, works surprisingly well.