We started DS on Cheerios at about 8 mos. He had two teeth at the time. At first he put them in his mouth and spit them out -- he really didn't like them. He really enjoys eating his "O"s now, although he still really just gums them. I think he "choked" (not as in couldn't breathe -- he kind of gagged and coughed) on them the first couple times he swallowed them, but he has it down now.
I take them with us whenever we go out because it's easy to feed him anywhere. I find them especially helpful when we're at a restaurant because, as pp stated, it keeps him busy and happy.