I work as an architect for a consulting and off-shoring megacorp. I mainly work for European clients in the oil and gas sector, but recently have worked in finance too. I find Visio (or any visual diagram tool) useful for hacking together a diagram collaboratively.
I also have a side business (me and a co-founder), and I'm planning on making the plunge and going full-time on it in the next few months - there too I've used Visio, because it's what I'm used to, and I get a license with our Microsoft Action Pack subscription. Here though, I'd probably prefer to move to a declarative model, like PlantUML (I only recently found out it works with icon sets, so can do things like nice architecture diagrams too).
