The most obvious is you should definitely use them when the language already exists and is well-supported. The prime examples of this are UIL for Motif-based GUI development and make for software builds.
If you have to make your own, I'd say to look for domains a large amount of effort is in just specifying things properly, and where your compiler can't really find most errors, but a domain-specific compiler could. GUIs are a great example, as most of the work is in setting up the layout, and there are generally lots of ways to make syntacticly valid C++ calls that make no sense whatsoever to your underlying GUI system (EG: trying to embed an entire dialog widget inside a button).
I find UIL particularly a huge gain for GUI development because a UIL compiler can find errors in a GUI specification that just look like nice normal compilable code to a C++ compilter. The fact that it is well-supported means that the code is easy to port between platforms, and even GUI builders.
