A lot of the give orders ability's effectiveness come from what you are giving orders to.
A neat trick with Capitol....
LI Cap is near a large unit of LI that has an LMG and a Grenade Launcher. There is an alleyway where if a legionnaire gets dropped, the LI can pour through the opening and get at the DL backfield and hunt down characters and support elements....
Captain moves to a position to use shotgun on the legionaire. SG kills legionnaire (as shotguns tend to) and last action is give orders to the squad. Squad activates and pours through opening to light up the Nepharite having Tea with Stahler.
Another scenario....
Bauhaus Blitzer Captain and his Puker are in a position to fry a unit of LI screening a Colonel. Steps out, uses puker to kill most of the LI and gives orders to the Blitzer unit nearby to head in and machine-pistol or PLR the rest and the Colonel...
Agent Nick and a unit of Agents in a sewer by a door.... he gives orders to the agents... THe Special Agent forms fire-team and advances up to open the door for the squad. Squad runs in and commits Kung Fu whippin on the cultists inside. When done, Agent Nick uses rest of his actions to step into the room and shoot, if he has an action left.
It can be used to help get a unit out of trouble too... Say in above scenario, the Agents were about to become fodder for Brass Apocolypts... Nick gives orders for them to move out, the agents haul butt and Nick follows after them, getting out of range of the DL beastie.
All scenarios that can happen.... Granted, rare to have the right situation occur... but far more than you might think.