I use them all the time to mark metal and plastic parts I build/print specifically because it never comes out. If you airbrush or spraypaint over normal Sharpie there's a decent chance the ink flakes off and takes your paint with it. The oil ones have never failed me once the marks dry.

Also useful for taking out scratches in your car's paint, supposing you have extra paint to cover it. The oil pens lay down a thicker, oily ink that can fill small gaps like scratch grooves, letting you repaint over a smooth surface.

These pens have some neat uses if you experiment with them. :3