I don't use nukes in general, but I always build a few. Usually 2-3 ICBMs, and 3-4 tac nukes on nuc subs, parked off the coast of capitals (even allies).
Main reason - if my cities with ICBMs get nuked, they only have a 50% chance of surviving. On the other hand, AI almost never builds subs, so my tac nuc subs are safe (relatively).