I found this a useful article on SQL Server Central.
SQLCLRs are a great way of integrating SQL Server with other applications and/or to create better ways of achieving your results.
The Level 2 page is very in depth, I wish I had access to such information years ago when I first started playing with them.
My favorite SQLCLR I created was to trigger the SSRS Web Service so we can schedule and run Reports with variables set in a table. Very handy when you need hundreds/thousands of reports scheduled to run only after certain events complete etc.