If you have no monsters on your side of the field, a good idea when you summon this card would be to activate "Pineapple Blast" or "Torrential Tribute" and then return it to your hand, therefore destroying all monsters on your opponent's side of the field.
If you attack and your opponent activates "Mirror Force" or "Sakuretsu Armor", you can return this card to your hand to prevent it from being destroyed.
If your opponent activates "Offerings to the Doomed" or another card that could destroy "Winged Rhynos", you can Chain that card with a Trap Card with no special conditions to its activation (like "Mirror Wall" or "Fairy Box"), so you can return "Winged Rhynos" to your hand in Chain to your Trap Card and make the first card effect disappear.
Use this card on a "Mist Valley" deck based on "Divine Wind of Mist Valley". Just use a Trap Card to return your "Winged Rhynos" to your hand and activate the effect of "Divine Wind of Mist Valley" to get an extra WIND monster. Remember that you can also activate the effects of "Winged Rhynos" and "Divine Wind of Mist Valley" in your opponent's turn.