Divine Veil is very hard to use as well as situational. I've macro'd it, but it still get's ignored half the time and the other half, people are too far away and the healer is spamming heals too quickly and set it off with hardly anyone in range (or no one). When I'm running with my FC in a skype call however, it works just fine.
Clemency is great for boss fights when the boss isn't wailing down on you like crazy. Mobs however, not very useful as the stream of attacks are just too constant to pull one off. Not to mention, it takes about 2/5 of your MP. So for a PLD, it's no use on mobs as we require flash to really hold down mobs and can't afford to lose so much MP on a heal that probably won't get through in time and takes enough time, that a healer would likely pull aggro from you in that time frame. If it's a slow boss you're MT'ing or you are OT, it's great!
Sheltron, helpful, but easily wasted if you don't pay attention or time it carefully.
I have not yet been blessed with the use of Royal Authority. But I hear it's great :P