As much as I love a great stripy sock there is no reason to limit self-striping sock yarn to just socks - you can really make a feature of these gorgeous yarns in other projects too.
Baby knits are especially cute as the relatively narrow circumference helps to keep the broad bands of colour intact. The Little baby sweater by Purl Soho is a great example of this and Jasmin of the Knitmore Girls has made a wonderful version using the Berry Colorful Yarnings self-stripe. You can see it on her Ravelry project page here.
Cowls can be a very effective way to show off a bold self stripe and this version by Claire (Laraloreli on Ravelry) uses another BCY yarn to great effect. The pattern is the Spice of Life cowl by Louise Zass Bangham and the 'Peacocks Revenge' yarn was dyed specifically for the Golden Skein yarn club.
Mitered squares might not be an obvious choice but they allow you to use up those last scraps of yarn and can really help to add pops of colours to a blanket or other larger project.
How about sweater sleeves? If you are looking for a pop of colour in your wardrobe but aren't quite ready for all over stripes, why not knit a sweater in a plain grey - such as the Seashore sweater by Isabell Kraemer and then add bands of colour by using a self stripe yarn for the sleeves. A yarn with good broad blocks of colour would provide all the colour interest - without all the pain of weaving in ends. It might even help to overcome your fear of second sleeve syndrome (if you suffer from this particular affliction).
If all else fails and you simply can't decide what to make with that perfect skein of self striping yarn you can always resort to my default option. Just pop the skein on display, as befits the work of art that it is and pet it every time you walk past. An easy way to brighten up your day!