I've never found much use for the DOF preview either. Like you say, with the lens stopped down to f/22 it's going to be too dark to see anything. But - I haven't had my 350D long and I've been using a wide-range zoom (18-200mm) as an all-purpose lens until I decide what lenses I really want. The maximum aperture of my zoom is only f/3.5 - and f/6.3 at the long end. (Yeah, I know...) So as soon as I start to stop it down, any DOF preview becomes quite dark. But if I had a f/1.8 or f/1.4 prime, then I'd expect to get very little DOF through the viewfinder when the lens is wide open, and I can imagine that stopping down to say f/4 or f/5.6 to check the DOF would be quite sensible, feasible and desirable.