Practical Mock Advice is practical:

A general rule of thumb is this: If there are interesting characteristics or behaviors associated with a coordinator object and it is not well covered by another test, by all means add an isolated test around it and know that mocks can be very effective. Includes the standard description of how to use mocks with external services. But more interesting are his ideas and conclusions on when to mock, how to mock caching implementations, and how to mock controllers/presenters/coordinator objects.