I have several different sizes and use them to smooth clay, join two pieces of clay, get into crevices my fingers can't reach, and add texture to the clay. For dragons I use the tip to make dimpled impressions and give their skin a bumpy texture. For furry animals I pull the tip through the clay to create waves, and a generally furry look. The larger needles work well for very fluffy fur, and the smaller needles work well for creatures with finer, sleeker fur. I also use the needles as pick up tools for tiny pieces of clay like dragon scales, roof shingles, eye lids, and noses. I use the needle to place the clay carefully, and then smooth it into shape. Knitting needles work well for making holes for eyes, adding nostrils, and hollowing out ears. I've modified one of my knitting needles and added an embroidery needle to one end. This is useful for the tiniest of pieces. When sculpting in miniatures sometimes my fingers are just too big, and these tools are the perfect solution!
I used all of my knitting needles when sculpting my Bewilderbeast. He has lots of texture in his fur. I used the needles to smooth and attach clay to the body and legs in stages. I attached the feathers to the pre-baked wings using the knitting needles as well. Much of the shaping of the face and head was done with the help of the needles too. And these are the same knitting needles I've had since I started sculpting, more than 10 years ago! I've certainly gotten my use out of them!