Remember when that comet hit Jupiter? Here are some videos about it: http://www.youtube.com/watch?v=7zNuT4dbdjU http://www.youtube.com/watch?v=HXgq3Iq4wOk http://www.youtube.com/watch?v=6j3w3G0Dttk It would be cool to have "shock waves" from impacts in gas giants, as opposed to simple explosions. Then there might be some cool micro on expanding units so they don't bump into each other. Also, the gravity was so great on the comet's orbit that it broke apart on the last lap before impact. This might make a cool option where if you are ok with a delayed extra orbital cycle, there is wide area damage instead of a single impact.
I see where you're going with this except for the what would it hit part? hitting a gas giant with an asteroid won't really do anything considering it's so big and there's no real surface to damage. Unless you're saying slingshoting the asteroid/comet around the gas giant breaking it to be able to have the chance to hit multiple orbital units at the risk of losing the asteroid/comet itself?
