I've used Volume pedals since I took up Pedal Steel in 10th grade.
I use one for guitar gigs as well, and usually have my foot on it 90% of the time.
imho, It allows your instrument to "breath".
I use it more like a steel player would (when playing guitar), so for me, it's not about what anybody else did or does, or how they do or did it.
For my taste, it allows for another level of expressionism above and beyond your hands/technique, volume knobs (on the guitar or effects), etc.
I always run it after all effects except reverb and/or deley (it will cut the tails off of verb/deley otherwise).
In my case, guitar>outboard tube buffer>envelope>octave>V-ped>reverb/deley>preamp>etc.
I find it very usefull for finding my comfort zone with respect to having the envelope filter fire off just the way I want it to (with respect to picking amplitude vs envelope settings).
I'll always use one.
The brands that steel players tend to use are Goodrich, or Hilton.
Here is a link to a Goodrich vendor:
http://www.tonetronix.com/c/Goodrich-Vo ... edals.html
Here is the Hilton Electronics site:
http://www.hiltonelectronics.com/index.html
~pb