There was also a kill setting and an off setting. That, at least, is correct in one episode of the original show.

Did they ever use the kill setting?

From The Next Generation onwards, there were sixteen settings. Stun was in the low area, followed by heavy or maximum stun which could kill at close range. The kill settings were higher, and the highest settings could vaporise a person or destroy a large section of architecture.

In the third-season TNG episode "The Vengeance Factor" Commander Riker is trying to stop an assassin from killing her mark. He first shoots her on stun, but it does not stop her. He tries again at a higher stun, but she is still mobile and trying to succeed. Finally he cranks it up to level 16 and vaporizes her.

In the Dominion War episodes of late Deep Space Nine, phasers were often set to high levels in order to kill the enemy, yet they were not vaporized.

I was going to say yes but inklingstar got there first.

The kill setting was also used in the original TV show but not very often.

the "kill" setting is good for blasting through stuck doors...

they didn't use it on people very often, just "stuff"

Nerds.

my husband was a trekkie and I have the coffee mugs and christmas tree ornaments to prove it. ;-)

All I know I know by osmosis.

Honestly, I forgotten most of what I knew about Star Trek. After reading Inklingstar's post on phasers I remember the different settings in Next Gen. Tammie is still pretty gun-ho on Star Trek. Well either Star Trek Next Gen or Captain Baldy. I remember some stuff but I am actively trying to fill my mind with other stuff now. Yes Tammie has the Christmas tree ornaments.

How 'bout Bill Waterson's version, where Calvin sets his weapon to "deep fat fry"?

I would advise you to take lessons on how to use that weapon first. You have no idea how many have just vanished because of misuse of those things. See like when you set it to . . . .oops . . . .beam this up Scottie and toss it in the trash bin we can drop it off when we get into a galaxy far far away from here. (Note to self tell the kids the cat ran away)

Oh, come now Jen, there must be something you're nerdy about.

The previous remarks seem to be correct regarding the seldom-used "kill" setting in the original series and the many settings used in TNG.

However, when we were kids, my pretend phaser also had many additional non-standard settings. Often, I would give the command, "Set your phasers to incinerate!"

I used to think I liked Star Trek. But then I did some course work on it and spent a week or two researching the Star Trek world and decided I really didn't like it all that much, but there were many, many people out there who liked it an awful lot.
Firefly, on the other hand, I'm just discovering on DVD and loving.
Sorry, not relevant to Alan's phaser question at all. Do you think you could set phasers to 'tickle'? Or 'fall asleep'? Or 'suddenly decide to become a pacifist and suurender'?

There's also the overload setting, which turns it into a grenade.

The phaser on my desk (yes I have a 40th anniversary toy phaser on my desk at work) has a dial that goes up to twenty. You can detach the Type One phaser from the Type Two body and use it. The Type Two gave you a bit more power and a larger energy capacity. It's mega cool.

http://www.phasers.net/2260/p2-2266a.jpg