Yup, I use them too. Granted, the quality isn't great, but I often enjoy listening to background music when not doing critical two channel listening.
Rhapsody fills a nice gap between listening to music that I don't own, and as others have mentioned, a great way to discover new music.
I run the software through a Slimdevices' Transporter which makes it easy to play with.
Another nice feature is the ability to save albums you like to your favorites, allowing you to access your Rhapsody albums quickly.
Mark