It depends on how you go about your pipe smoking, I think.
They are somewhat fragile and brittle, and the mouthpiece isn't as comfortable as a briar stem would be (or a Missouri Meerschaum corncob stem - being more rounded and uneasy to clench in any fashion.
So, unlike a MM cob, I couldn't really smoke it while fishing - for example. Well, I suppose I could, but it would be more of a hassle and more prone to damage. Smoking while wrenching on a motorcycle, or gardening, etc and so forth... I find a good corncob to be more applicable.
If you're at home in your favorite chair, mayhaps you'd prefer one of your favorite briars or a meerschaum, when you have the convenience of time to treat them nicely. I wouldn't use a good briar or meer for the previous activities, but that's just me... I'd smoke it when I have the time to not abusive them.
A clay could be useful for some things though! Camping would be one. Bring a clay, a couple tobaccos, and smoke the living bajeezuz out of it. No need to bring a "rotation" of pipes. When you're done, put it in the embers of the campfire, and in the morning it'll be clean as new. It also adds a certain old world feeling to camping.
If you'd like to use it for taste testing new tobaccos, that'd be a good use. Cobs work for me, but clays are even more taste neutral I think.
If you'd like the novelty of enjoying a clay at home (and appreciate a smaller bowl capacity) - certainly nothing stopping you. I recently figured out that using a cutty shaped clay, you can hold the pipe next to a candle flame and draw the flame in sideways to light it. Kind of fun - so long as you don't use a scented candle :wink:
Clays are fairly inexpensive and unique... worth trying at some point for everyone. A little candle wax around the mouthpiece helps to keep it from sticking to one's lips, and avoid holding it by the bowl, which gets quite hot.