Using a shallow DOF can create an interesting effect, as it attracts attention to the parts in focus.
I have often used this effect, shooting at f/2.8 or f/4 with my 85mm f/1.8, but I decided to try out an even more extreme version: shooting wide open on my 50mm f/1.4. The 50mm f/1.8 isn’t that interesting wide open as the drop in contrast is rather pronounced, and it needs to be stopped down a little to be sharp enough for most use. And at f/2.8 it really isn’t any sharper than the 17-55mm f/2.8 wide open.
The 50mm f/1.4, however, is a slightly different story, since it doesn’t loose exactly the same amount of contrast (even if there is some loss). But it has a somewhat dreamy effect that can be used creatively. And of course, at f/2 it performs better than the 50mm f/1.8, so for these types of shots it performs better than the classic f/1.8 workhorse — although nowhere near the famous 85mm f/1.4, which is not in my posession, though.
Anyway, the shot here is of Anne Dorte, and I guess it shows the classical use of shallow DOF: Eyes sharp in focus, everything else not in focus, and background blurred beyond recognition. Taken indoor with available window light at 200 ISO, handheld. Processed with Capture NX and resized with Photoshop. Click the picture to see a slighly larger version.