DHT support is a huge reason, plus µTorrent's bandwidth-maximising logic is the best available. It makes a massive difference on large public trackers that are highly overloaded and unresponsive. You'll start downloading a lot quicker, and use much more bandwidth; because you can find more peers quicker, and make much better use of them.

The best implementations available are µTorrent, rTorrent, and Azureus, all with different strong suits. I exclusively use rTorrent in GNU Screen, but I don't download much from large public trackers.