I have only recently been using a steamer, but I find it more and more useful every day. I just started using on wheels, as mentioned above, and it beats ripping my hands apart scrubbing between spokes any day.
My techniques are pretty much identical to Can You Hear Me. Careful how much you clean door jams, however, because you don't want to take the grease away from the hinge. For the doors, dash board, and center console I basically use the steamer to blast out dirt from the cracks then will dampen the plastic with the steam while hitting stubborn dirt more directly. I wipe off with a MF and a sprits of Megs Hyper Dressing and its good to go... all in about a minute.
As already stated, be careful with directly steaming plastic and leather. Not only can it damage the material but it will also remove the dye.
For the steering wheel (and other often touched plastics/leather, door pulls, shifters, steering column stalks, etc.), I usually heat it quite a bit to remove all the body oils. By this I mean constant heat, not higher heat. You can see the dirt and oil melting right off the surface if it is bad enough.