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I am not sure why you are asking this question (as in opposed to what?). But all administrators as well as many general users use shell scripts because they are quick to develop, modify, and test. They are also low overhead and fast compared to GUI applications. So for repetitive tasks and those that are to be automated (scheduled for execution), these are clear winners.
There are HUGE collections of them which are tried and true so often the only issue is to find one that fits. Even then, the search can take longer than creating your own except for complicated tasks that most other users of your type all have to do.
Hope this helps even though I have never learned System Administration though I have read a couple of books on it.
Shell scripts are essential for practically everything in Linux, whether you're running a server or not. Even if you're not aware of their presence, they are running just about everything, so my answer is "always".
I had to write two scripts recently, one of them was to pull info from syslog and create a report, the other was well, i had like six months worth of logs in one file, i needed that log to be split in daily logs, so I wrote a script to do it, that's much faster than doing it by hand.
Most scripts I've seen were to like, create users, create groups, check disks on servers, basically do anything you'd have to do repeatedly or as a part of your daily tasks. Personally I like to write my scripts with perl, since I'm not that great with bash yet, well I can do it, but perl's just easier for me.