Just me, but I tend to go to vocoders when I want a Dialog Effect (like something special for a mechanical character). I think it's a leftover from the days of the original Battlestar Galactica and the vocoded Cylon voices which I thought were AWESOME as a youngster.
Convo I tend to use for SFX more, and specifically interesting ambiences. On one animated show I work on, the characters go to a different planet each week - circus planet, pirate planet, fix it planet etc.. The ambience of the planet is a base ambience plus an ambience that I usually make by taking something appropriate to the planet (say a construction site for the fix-it planet) and then passing it through TLSpace with some interesting impulses, ranging from wind, to synth drones. I also like to pass a sustained sound through convo with a rhythmic sound to get interesting rhythmic sounds when needed.