Hellion harassment is a popular Terran strategy that can lead nicely into a 1:1:1 (Barracks, Factory, Starport) or mech-heavy build for the mid-game. Hellions are fast and kill workers very effectively. If any survive the initial harassment, they can be used for scouting, thanks to their speed.
You want to get your gas and factory both up quickly to facilitate this strategy. Many players will research the Infernal Preigniter upgrade as soon as it is available, as this greatly increases Hellions' ability to burn through the workers.
Inside the enemy base, you'll generally run the Hellions around behind the minerals, picking off workers while kiting any enemy defensive units.
You can also use this strategy against a walled-in opponent. Just drop the Hellions into the enemy base with Dropships. Just be aware that adding Dropships into the mix will mean your harass lands a bit later and will probably face stiffer defense. A walled-in player will probably be watching closer for drops as well.