Military organizations use warning shots, 'shots across the bow of the vessel' and the like...
They don't really have a place in SD/HD in my opinion. If you are justified to use lethal force, use it and be effective with it.
If you're not justified in using lethal force, why is a gun even in the equation?
Warning shots are a waste of ammunition in a lethal scenario at best, and a liability and dangerous practice with serious moral and legal repercussions at worst.
"To preserve liberty, it is essential that the whole body of the people always possess arms, and be taught alike, especially when young, how to use them." -Richard Henry Lee, Virginia delegate to the Continental Congress, initiator of the Declaration of Independence, and member of the first Senate, which passed the Bill of Rights.