This question is in every developers mind about where I use what.
T-SQL is meant for writing up SQL Server queries where you want to perform only database related operations, while SQL CLR Stored Procedures are applicable when you want to write more then database related operations like writing up complex formulas, connecting with some other database and much more. To add more SQL CLR Stored Procedures can be written any .Net language and publishable as a WebService.
Cheers,
~Danish Sami