I think a scroll wheel could be a very interesting mechanic for certain games. Imagine, a realistic shooter where you focus the sniper gun. Or you could use it to set an exact speed in racing games. Or you could use it for precision aiming.
Ok...I can't think of that many ideas.
-Adjusting zoom for a scope / on-screen maps
-Shooters: Would allow for mobility (left stick) and aiming (right stick) if zoom was controlled by the scroll wheel.
-Open world games: Assuming there's no Gamepad like device with a screen (and even if there was) you could zoom in/out of a map without interrupting the action
-Inventory scrolling / scrolling through abilities
-Shooters: Scroll through weapons (assuming you have scroll wheels on each shoulder, left could be for grenade types / right could be for main weapons)
-Xenoblade: scroll through your skills while still being able to move your character
-Zelda: do away with the point and click, scroll through your items and click to select
-Misc. Functions / "gimmicks":
-Racers: change radio station/song, gear shift
-Shooters: activate weapons secondary function, (very specific Western themed shooter) scroll wheel acts like spinning a revolvers cylinder
eh... that's all I got too