Whenever the cameras metering fails, you will need to either use AE lock or manual exposure. This for example can often happen if you have strong backlight. It's common for night lit scenes where there are intense contrasts and you need to make an intelligent choice about what you want the camera to meter. For landscape photos, you might have to set exposure carefully to get the sky right. If you're taking a picture of a scene with a lot of snow, the automatic metering probably won't do the right thing. Take a look at Bryan Peterson's "understanding exposure" for some interesting examples that benefit from thinking carefully about metering. If you take landscape/cityscape photos, you'll like the book (most of his shots are landscape/cityscapes)
And yes, it's useful for flash pictures -- set the shutter speed to "fast enough" and pick an aperture that gives the right depth of field. I find Av usually doesn't do what I want when I have the flash (it uses long exposures to expose the back ground but I find it over exposes which means I'd need to adjust it anyway)
I'll definitely check out Bryan Peterson's "understanding exposure". I've had a similar situation to the one you describe and I used AE lock to resolve it. I was "trying" to take a picture of the Chicago skyline at night and no matter what I was doing, the pictures just looked wrong. The camera was giving me about a 5 sec shutter speed in Av mode and the sky was just this ugly orange-ish color and the building lights were consistently being blown out. It wasn't until a few months later that I understood what the problem was and understood what AE lock button function was and how to use it, and managed to get a decent shot. Thanks for the reply.
I shoot a lot of sports so I'll give you an example I ran into. Normally I would use aperture priority to control my DOF and adjust my ISO to keep my shutter speed where I need it.
I shot boxing a few months ago. I'm ringside looking up from the ring apron at the boxers. There is a mostly black background with bright spotlights shining back at me. I knew it was trouble and when testing out my exposures the camera was alternating between picking up on the spotlights and the black background. My exposures were all over the place. It would either underexpose the boxers and expose for those bright spotlights or slow my shutter and expose for the dark background. Since the lighting was constant and not going to be changing I went to manual to properly expose for the fighters and blew out the lights.
Basically any tricky lighting situation where you feel the cameras meter would be fooled would be a good time to go manual.
That's awesome, I would have never imagined shooting that situation, nor when I posed the question did I think I would read about a situation quite that unique. Really cool. Thanks for sharing!