Are they useless? Or do they still carry some weight?
I subscribe to a few "linking" services and they are all using no follows as a way to try to look natural. ahrefs and majesticseo show these, so I would speculate that they still factor a bit, but have no concrete proof as the latest update zapped a lot of hard work :'( .
Most domains acquire nofollows without trying. If you don't, then maybe that looks odd to Google.
IMV this is one of those areas that gets more airtime than it should
^^ let me caveat my minor rant above by saying this is my common sense take on the subject, not based on extensive testing
Given that Google suggest you either remove or nofollow "bad" links if you've received a penalty in Google Webmaster Tools then I'd suggest they have no ranking value.
Wait a moment, the signal we're talking about in this case is the change from a followed link to a nofollowed one - dynamically. If the link is nofollowed from the very start it's a grey area. They can 100% get a URL indexed - something I've known for ages. As for ranking, I'm not ready to say anything for sure.