Hmm, a couple of reasons:

* some subjective 'proof' that there's more than just this material existence

* the impermanence of all things in life seems pointless and makes me sad

* personal growth emotionally and spiritually

* to aid meditation. It's supposed to allow you to enter deeper absorptive states quickly - which is where you can do the real work of gaining insight - without having to adopt a 24/7 monastic lifestyle. Hopefully that will allow me to carry on living a relatively normal life, or at least make those states more accessible.

It also carries a fair share of risks (intense energy surges, intense heat, hallucinations, heightened senses, sensitivity to food, the environment, unbalanced emotions, depression to name a few I've heard of), but, well, I'm as prepared as I can be. I'm probably wrong on some or most of the above. But nothing in life is without risks, and I'd rather regret what I have done in this respect instead of being too afraid to step through that doorway.

> the impermanence of all things in life seems pointless and makes me sad

Wouldn't impermanence itself be impermanent then so we won't need be bothered by it too much?

Probably above my pay grade, but as I see it the issue is how we typically relate to the world that causes this kind of sadness, rather than the fact itself. It's like, even though I consciously understand nothing lasts forever, I can't help being sad by it. Some deep structure of my mind won't accept it. The Buddhist aim of insight meditation is, as I understand it, to get to a deep enough level of your mind that you finally accept this at your core. This brings about freedom/liberation, as from then on you're able to just go with the flow without the slightest desire for permanence (or anything really). At least, that's the sales pitch.