The argument they usually make follows a few veins:
1. The cost of electricity is likely to rise and so you pay a little more now but might pay leass later.
2. Their power is greener (this doesn't apply to Direct Energy as far as I know).
Now. Electricity is pretty likely to be relatively static. Not a great deal. Natural Gas on the other hand is a completely different animal. But it's the same gamble - will prices go up or not? I know some people who did very well locking into 5 year programs just before there was the big run up in Natural Gas prices a number of years ago.
I'm not signed up for either (not interested in gambling, happy to roll with the punches like most other people).