DONT USE THEM!!! They will increase the difficulty in reading your code.
How ironic, every time I use them it's to improve readability. This is just the old dogma that you shouldn't use something which can be misused. Next you'll tell me not to use GOTO. ;)
Completely off topic, there's an even more fun structure in C known as the tertiary operator which provides inline conditionals:
if (x>6) { y=7; } else { y=8; } // is equivilent to y = (x>6) ? 7 : 8;