My current view is no, prefer Transact SQL stored procedures because they are a lighter weight and (possibly) higher performing option, while CLR procedures allow developers to get up to all sorts of mischief.
However recently I have needed to debug some very poorly written TSQL stored procs. As usual I found many of the problems due to the original developer developer having no real TSQL experience, they were ASP.NET / C# focused.
So, using CLR procedures would firstly provide a much more familiar toolset to this type of developer, and secondly, the debugging and testing facilities are more powerful (ie Visual Studio instead of SQL Management Studio).
I’d be very interested in hearing your experience as it’s seems it is not a simple choice.
There are places for both well-written, well-thought-out T-SQL and CLR. If some function is not called frequently and if it required extended procedures in SQL Server 2000, CLR may be an option. Also running things like calculation right next to the data may be appealing. But solving bad programmers by throwing in new technology sounds like a bad idea.