I've used rattles more in flies than in jigs, but they can certainly improve a jig in some situations. I also don't care for the typical ways to add them to jigs, as I've lost rattles too easily with them. Even with super glue, they fall off eventually.
I tie on the skirts on all my jigs, spinnerbaits & buzzbaits, and have been trying to figure out a better way to add a rattle that won't easily cause them to fall off, and won't dull the sound. For adding them to flies, I insert the rattle into mylar tubing and/or products like EZ body and epoxy over the whole thing after it's tied on the hook. I think something like that will work for jigs too, but want to test it more.
I'll drill holes in fly rod popper bodies too & add rattles, which I feel really improves them a lot, especially big poppers.
I just bought a used Collins Tube Jig mold that pours a rattle into the jig head. Rattles in tubes work well, but again they tend to fall out & get lost. I've bought the jigs before and like them, so now will try pouring some.