When should I use convection when baking?
Anytime you're in a rush, the convection oven's a big help.

Wikipedia had this to say:


  By moving fast hot air past the food,
  convection ovens can operate at a
  lower temperature than a standard
  conventional oven and yet cook food
  more quickly. The air circulation, or
  convection, tends to eliminate "hot
  spots" and thus food may bake more
  evenly.
  
  A convection oven will have a
  reduction in cooking temperature,
  compared to a conventional oven. This
  comparison will vary, depending on
  factors including, for example, how
  much food is being cooked at once or
  if airflow is being restricted by
  using an over sized baking
  tray.[citation needed] This difference
  in cooking temperature is offset by
  the fact that circulating air
  transfers heat more quickly than still
  air of the same temperature; in order
  to transfer the same amount of heat in
  the same time, then, one must lower
  the temperature to reduce the rate of
  heat transfer to compensate.


I sometimes feel like it dries things out a little more than a traditional oven, but that may just be a function of it being easier to overcook things due to the speed.