Breuce Schneier writes about the fact that terrorists don't use terrorists don't use steganography in al-Jazeera broadcast. There was big hype about it in the late 2001.
It doesn't mean that steganography is not used. It gives greate possibilities (especially when combined with encryption). I don't know where it's used in pictures, but many firewall piercing tools use (network-based) stegano techniques.