I ALWAYS used them because they looked clean. :|
I travelled in non-Rajdhani Express a few times. Had different experiences each time. I liked the days when they provided curtains. I could sleep peacefully without any disturbance. But now people walk to and fro for gawd-knows-what reason and you don't have any privacy anymore. One thing, i don't know about you guys but I never sleep at night. Yes i keep a guard on the compartment where I'm in. I sleep for a few hours during the day when co-passengers are up. Before i travelled on Rajdhani people made tall compliments about the train which made me super excited but damn it was not how i thought it would be. Not bad but just not upto my expectations. And i prefer windows which can be opened than bolted AC-windows. Fresh wind>AC except during extreme summer.
if u need fresh air u can sit on step near door , else those closed windows r better. n safe too. once a stone hit the glass in front of me as some village kids were throwing stones at my bogey. thanks to the strong glass nothing happened/ if it was normal grill window it cud hav injured me badly