Man, I'm pretty convinced that Vim macros have single-handedly saved me years of my life. They're so incredibly useful that it's made Vim one of the first things that I install on any machine.

Out of curiosity, what kind of macros do you run in vim?

My favorite use of macros is as a sort of progressive global search and replace on steroids. I have @q bound to Space, so I can record a macro with qq, then hit space to repeat. Since the macro is just a list of commands in a register I can copy it out and edit it to tweak it, once I'm happy with it over a few lines I can make it recursive by adding @q to the end of it.

Compared to regex search and replace this is much more malleable, interactive, and ultimately powerful.