If you play Demoman on a map with capture points, do not forget to put stickies on it. If an enemy walks on it, you can explode him with your stickies. However, do not be dead at that time because your bombs will be destroyed if you are killed.
You can also do high jumps with your stickies. Jump on one and detonate it. It will cost life but this can buy you some time for reaching places that only a Soldier or a Demoman can normally access (for example, the roof on Gravelpit, capture point B). Don't
Stickies are more efficient for destroying buildings than your normal grenades. It can be devastating if you are ubered.