We have some custom rounding routines (to ensure consistent results). That's the kind of stuff you want to have lots and lots of unit tests for, testing all the paths, edge cases and so on.
We also have a complex price calculation module, which depends on lots of tables stored in the DB as well as some fixed logic to do its job. Sure we could test all the individual pieces of code, but like Lego pieces it's how you put them together that matters so IMO integration testing is more useful.
So we do a mix. We have low-level unit testing for low-level library style code, and focus more on integration testing for higher-level modules and business logic.