Sure: if you want to make sure that both sides of the expression are evaluated. This might be the case if, for example, both sides are method calls that return booleans as a result of some other operation.
But in general, you should AndAlso/OrElse whenever you would use &&/|| in C/C++/C#, which of course is the vast majority of the time.
From MSDN:
Short-Circuiting Trade-Offs
Short-circuiting can improve performance by not evaluating an expression that cannot alter the result of the logical operation. However, if that expression performs additional actions, short-circuiting skips those actions. For example, if the expression includes a call to a Function procedure, that procedure is not called if the expression is short-circuited, and any additional code contained in the Function does not run. If your program logic depends on any of that additional code, you should probably avoid short-circuiting operators.
I'd also add that you may want to use And/Or instead of the short-circuit version when the evaluations are potentially time-consuming.
Say, for example, that your both elements in your evaluation retrieve something from a database, which is an expensive operation. Using the short-circuit operators while cause these evaluations to be performed in series, not parallel, causing a longer-than-necessary delay in your application.
Admittedly, these long-running lookups shouldn't be part of an evaluation statement, but it's a situation where the standard logic operators are more appropriate.