SELECT SalesPersonName FROM SalesPeople WHERE SalesPersonID IN (SELECT SalesPersonID FROM Sales WHERE SaleAmount > 5000)
Obviously this is an over simplified example and could be accomplished in a single query - but the answer to your question is yes I use them quite frequently. As a general rule, I try to stay away from going more than ~5 levels deep.
They were referring to them as sub selects not sub queries, I have written sub queries before, although I normally write joins from the data I analyze and report on. They look like they might be in some sort of XML format when they are ran. I like the aggregate function on the second piece of your query
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SELECT SalesPersonName FROM SalesPeople WHERE SalesPersonID IN (SELECT SalesPersonID FROM Sales WHERE SaleAmount > 5000)
Obviously this is an over simplified example and could be accomplished in a single query - but the answer to your question is yes I use them quite frequently. As a general rule, I try to stay away from going more than ~5 levels deep.