They're mainly used as jams or spreads. They'll last a long while in the fridge due to the sugar content and they are canner's dream.
You can do a lot with them aside from spreads. A couple of recent examples that come to mind:
-Swirling it into cake batter. Make's a kickbutt coffecake
-Added a dollop to a sauce for roast pork.
As for the watermelon pickles, they came out well. If I can figure my camera and the forum, I'll post some pics.
Next project, Indian style lime pickle.