I can't think of any particularly weird uses of the PSG in games. Just guessing, it might have been used to play samples on occasion. Also, I don't think that japanese game designers used a lot arpeggio chords (as in 0xy-like effects), even on systems with a lot less sound channels than the MD.
Two nice uses I've found of PSG channels is either as delay channels for FM leads or playing in unison with FM. Since the PSG will mostly be slightly out of tune unless you apply some tricks, it can fatten things up a bit.