I've played around with the Vengeance Weapons Battery and find them interesting. I'd have to play with them a lot more to make any conclusions but they give me some ideas:
1. They're kind of like improved empty Drop Pods. Improved because they're tougher, have a better weapon (albeit worse BS), and don't scatter. Like a Drop Pod because they can hold an objective and no one wants to waste shots on them. So far as I know, they don't even have to be near each other so holding two separate objectives should be easy.
2. They could also be used as blockers, both to line of sight and movement. For example you could use a pair to corner your Thunderfire Cannon with. Against AdLance you could space them so that a Knight couldn't get past them without destroying them first. Meanwhile your Thunderfire Cannon could be sitting in ruins enjoying his bolstered 3+ cover save.
3. So far I prefer the battle cannon. Doesn't help vs flyers but against everything else it can make its presence felt. Even Imperial Knights.
4. Handy tip. While the rules state they have to shoot at the closest target, they don't state that they have to shoot at the closest point on the target. So, with something as big as an Imperial Knight you can roam it around the base to find other targets to catch in the large blast.
Funny story, I had one VWB fire its Battle Cannon and scatter 7" back onto itself. Since it's ordnance it had no trouble penning itself. And rolling weapon destroyed. And it was at that point I decided to take a third Legion of the Damned squad to Adepticon. I haven't given up on the concept though. They certainly have potential.