I find it a very elegant way of having everything clean, "lambda" does not even have to be a primitive anymore.
That's basically Haskell's macro system. And it's used quite a lot, though it's kind of arcane.
If you want to create an abstraction that defines one or several data types, you'll think hard about whether you can use some kind of type-level programming instead—but if that's not possible, or not convenient, you can use TH macros.
For example, the `lens` package defines TH macros for creating special kinds of accessors that are tedious to write by hand.
I think being able to generate types is a very useful and important use of macros. In fact, (depending on whether or not your macros can have side effects) you could use macros to implement something like F#'s type providers.