I've used cloaking starships to great effect while moving warheads - most notably, in my dyson campaign, I used cloaking starships to hide a few lightning warheads so I could move them closer to the orbital mass driver, to engage the defenses. Damn warhead interceptors are a pain sometimes.
which reminds me. If you do find a warhead interceptor, you can use that to decommission your nukes :p