Agreeing in large part with what Monte wrote, I would add another great plus in my book: "ownership." Not the legal or technical idea of property, but a feeling that I am a part of the process of making whatever it is I want to see in the world.
Some games I have backed allow me only the choice of what level of support (i.e. what swag!) I want to offer (receive). And I am okay with that! The level of bang for the buck has been pretty high in the ones I have backed.
Others use the Kickstarter comments, repeated surveys (not the one from the end of the project) and the designer's own forums, to allow me (and lots of other excited and enthusiastic gamers) to offer ideas, vote for options, discuss and otherwise feel like a part of the process. The best example (so far) has been the Ogre: Designer's Edition by Steve Jackson Games.
Buying a game in the store, or the dealer's hall at Gen Con, allows me to trade money for fun. Backing it on Kickstarter allows me to feel like I am adding fun to the world. I am all for both!
Just my 2c.