I use lighter clubbells for joint mobility work and also as a warm-up prior to training. They are great for my shoulders. Chins and pull-ups were always a problem for me. Not only was I weak but something was always being tweaked. Using clubbells fixed this for me, now I just have to work on the strength aspect.
The heavier clubs I use to finish off a work out with one or two drills that tax me.
Once a week, following my last training day, I use a heavy club for two handed work. Fun and primal feel to it as well as a great work out.
They are very versatile and if you want to get real in depth, check out Scott Sonnon's material. The man has a lot to offer beyond swinging clubs.