I met one person who just constantly shakes it... Well anyway, now I'm at the point where I can't go a day without having my Pokewalker with me--unless I know I won't be doing a lot of walking that day. Every morning I put a Pokemon inside it, usually someone who's hard to train and/or is close to evolving or learning an important attack.
Since I normally do quite a bit of walking around my college campus, and sometimes around the forest nearby, I can usually get 500-700 watts a day on it, and the Pokemon inside is almost guaranteed to level up. (Somehow I got 835 watts today... wonder how that happened.)
The route I usually take the Pokemon on is Night Sky's Edge, mostly because you can get those high-price items like Stardust early on, and there's the possibility of getting a TM29 after 10,000 steps (I've never gotten one, but whatever).
I think the Pokewalker is the main reason why I have to use ten boxes now to store my Pokemon. ^_^ And it's also how I got a Dratini long before I was able to access Dragon's Den.