Nope, I've never really used a lone HM slave. I prefer to simply use good HMs such as Surf among my party, and then have a couple Pokemon in my box learn a lot of HMs. There are times in the game, however, where I am far from a PC and am in need of, let's say, Rock Smash. In this situation, I would probably just teach the HM to one of my Pokemon instead of putting the effort into catching a Pokemon that may be able to learn it if I have space in my party or finding the nearest PC.