The Shinobi is the Empire's mid-late game infantry unit which is often overlooked. The Shinobi is able to maintain a strong battlefield presence and since it is also an infiltrator, bringing a couple with you into battle has very positive consequences. His secondary ability also allows him to cause some serious damage to your opponent and if he isn't micromanaging his units properly, since he can quickly escape from your opponent as fast as possible. The Shinobi is best used when mixed with your Tsunami Tanks, Tankbusters and Chopper VXs. A Shinobi can easily counter any infantry that your opponent can throw at you, even commandos, with proper micro.
Using the Shinobi as part of any battle group requires some special micromanagement in order to counter infantry and exploit exposed buildings. Grouping your Shinobi and keeping him clear of anti-infantry vehicles along with intelligent use of their secondary ability is the easiest way to keep them alive during any assault. Since you have them grouped, it's easy to order them to take out any enemy infantry that might pop up in the course of the battle. In the aftermath, if you know you're going to lose this battle, you can easily micromanage your remaining Shinobi into Refineries or Power Plants to inflict some last mintue damage to your opponent.