Many people use shotguns. Before 4th Ed, they had the benefit of being able to move and fire twice. In 4th Ed, they've lost some effectiveness, however, they are still an assault weapon, therefore you can shoot and assault in the same turn, which can have it's own benefits.
Personally, I moved away from the Eldar because I never could use the Shuriken Catapults effectively, so I don't intend to ever use shotguns, but others do.