Tobab allready started threads along the same lines, here was my response:
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I used a full squad of Hellions before the rule changes, and I love em even more now after the changes! here's the different uses i've employed
(in no particular order)
- A squad of 10 works GREAT as a moving screen for a squad of 5 scourges w/ splinter cannons, even more so now that they get a 5++ save
- Part of my 'Swarm'. The swarm consists of 10 hellions, 7-10 reavers, and 5 scourges, they advance very VERY quickly and cause some serious damage
- Guard my Darklance warrior squads. I equip a succubus w/ terrorfex and when an assault squad gets to close, I run the Hellions in front of the Warrior squads and try to pin them in addition to the 9 extra splinter cannon shots (and a shredder, but i'm telling you know, converting a hellion to holding a shredder would be a major undertaking - i'm not sure they have a model for it). If they do pin the unit great, stand still and rapid fire next turn (in addition to the warrior squad firepower that should hurt) if the pinning doesn' happen then go ahead and charge them, they'll usually last at least one combat round giving you a chance to get some support or withdrawl your warrior squad
- Hunterkiller squads. Hellions are very good at taking out small scout squads, they get there quickly and have enough firepower/assault abaility to take out those annoying forward squads
The most important thing to remember when using them tho is this....they're VERY disposable. I've yet to have any live to see the end of the battle, but they always do their job, which usually ends up in a victory for me. Be careful not to advance to far w/ them (easier said than done) as you can quickly end up in the middle of an army w/ no friends around.
I dont' think the deepstrike is worth it - splinter rifles just dont' hurt that much, but if you have terrorfex it may worth it to try and deepstrike next to a devastator type unit and pin/kill them.