As far as devices go, from my half-baked knowledge, superparamagnetism is a bad thing. At some spin density, the exchange interaction has a magnitude that makes the material go paramagnetic (in little portions) at room temperature, due to thermal fluctuations. So, I believe, you have an essentially ferromagnetic material with little paramagnetic domains dispersed in it.
As for other applications, I've heard of some in the medical imaging industry, but more commonly, dispersions of some transition metal oxides are used in heterogeneous catalysis - for instance in the hydrogenation of vegetable oils. I'm not sure what the role of the magnetic nature of the material is though.