The Yak-9U is a solid, reliable interceptor, used for pretty much anything an interceptor is good for. At just over 3k command, this is the entry level air-to-air solution the soviets can field. Being an entry level is not always easy, but the Yak proves to be useful no matter what, as it is well balanced and very reliable.
The main use for interceptors is quick anti-aircraft deployment and light land harassment. The Yak is among the few interceptors that can take down paratrooper transports (soviets and their oversized guns, amma right?). As for ground attacks, the Yak-9U is useful for destroying (very) light armor, |infantry and trucks, as well as suppressing static weapons like AA, field guns, howitzers and pretty much anything that has a sence of fear (includes infantry).
For late game fighter battles, mixing in a couple squads of Yaks with your La's will definately help out, as the effect of the superior agility of the La diminishes with increacing numbers of available targets. Although recon planes can fill the same role.