When do you use Speech Bubbles?

I recently developed some custom bubbles for another rapid e-learning software that we use.  Before I arrived my company used the basic captions that came with the software. I think 95% of the built in captions were horrendous.  So I created my own for our team to use.  I used different colors and icons to signify different events.

Since we do mostly software simulations, this made the best sense to me. I usually follow two simple rules when I create captions. They should be easily read and they need to be recognizable (that it's a caption/speech bubble). I try to avoid getting tooo  fancy, but I skirt it every now and then.