The moon is thought contain Helium 3 which can be used for fusion reactors.[2]

[1]http://www.sciencedaily.com/releases/2011/09/110907132044.ht...

[2]http://www.esa.int/Our_Activities/Preparing_for_the_Future/S...

Lots of stuff.

Although asteroids and Earth accreted from the same starting materials, Earth's relatively stronger gravity pulled all heavy siderophilic (iron-loving) elements into its core during its molten youth more than four billion years ago.[9][10][11] This left the crust depleted of such valuable elements until a rain of asteroid impacts re-infused the depleted crust with metals like gold, cobalt, iron, manganese, molybdenum, nickel, osmium, palladium, platinum, rhenium, rhodium, ruthenium and tungsten (some flow from core to surface does occur, e.g. at the Bushveld Igneous Complex, a famously rich source of platinum-group metals). Today, these metals are mined from Earth's crust, and they are essential for economic and technological progress. Hence, the geologic history of Earth may very well set the stage for a future of asteroid mining.

But I think the exciting part is that you have raw materials outside of Earth's gravity well. It's really expensive to haul stuff up, so a source of water in high orbit is really valuable if you want to do space stuff.

I mean, we currently fashion a decent chunk of gold into useless trinkets.

[0] - http://www.forbes.com/sites/ericmack/2015/07/19/trillion-dol...