For what kind of problems do you write a DSL?

I'm just curious about Domain-Specific Languages. I have seen them several times in articles, and it seems that they can be used outside assurance or bank data definition problems.

So I come to SO to have some concrete input.

Did you ever use a DSL? Write one. If yes, what's it feel like?

Do you think one of your projects could be better (more productive, more maintainable, ...) with a DSL?

Edit : I'm sorry to put this after, but i was meanning a specific DSL that you wrote yourself. It's exclude Tex, HTML, Make , SQL. I fact, the question was more : "writing a DSL"