Although your commander is a powerful unit, it is inconveniently a slow unit, and therefore cannot be everywhere at once. So the alternative is, of course, engineers. But few players realize how important many, many engineers can be. Building thousands of engineers is just plain obsessive and useless, but building only 4-5 engineers could be one of the things that causes a player to lose a game.
It's important to have engineers everywhere. Engineers inside your base will help speed up production, increase your economy and build your necessary defenses, among other things. Engineers outside your base are great for expansion, repairing damaged units and collecting excess mass.
It is worth repeating that it is important to have a number of engineers out in the field. The best way to do this is to include one or two engineers in your build list for factories. Then, when you send out your attack force, send your engineers close behind -- unfortunately, few players do this.
Many players choose not to send engineers with their attack force because they don't want to lose them to the opposing team's army. It is true that engineers are fragile and have no weapons (except the Cybran engineer which can be upgraded with a light self defense gun), and so will die with your army if you lose a battle. But, you lose no advantage by losing extra engineers. You do gain an advantage over your opponent if even one of those engineers survives. Because now, instead of having to send an engineer all the way from your base to do what you need to, you have that engineer already there. Now you can repair units, replace destroyed buildings, collect the mass/energy of the destroyed units from the battle and build radar, defense, or whatever you desire to build--all instantaneously, rather than having to wait for an engineer to arrive.
A word of caution: all your engineers should be doing something. It is a waste of mass and energy if you build all these engineers and they just sit there doing nothing. It is good practice to start with a small amount of extra engineers, and then as you learn to use them, increase the amount you have per game. In addition, if you're participating in a game where you need as many combat units as possible, such as a tank standoff, you should focus on these units and lay off the engineers until the circumstances change.