How to Request a Certificate with a custom Subject Alternative Name
Today many servers require some sort of SSL certificate to be deployed and in many cases custom names are involved.
So you need SAN certificates when you deploy Exchange 2007 or 2010 and it is a good choice to use SAN certificate when you use ISA Server 2006 and Forefront UAG or TMG 2010. Remeber, that ISA 2006 starts to understand SAN certificates with SP2 and not before.
SAN certificates are also a good choice when you deploy Remote Desktop Services.
Microsoft just published a document
How to Request a Certificate With a Custom Subject Alternative Name
that I strongly recommend reading.