I fly first or business (usually upgraded, once in a while paid, or sometimes a mixture of cash and miles/certs to upgrade) because:

1. Yes, you're just sitting in a seat the whole time, but it's a better seat--domestically, a little better. Internationally, much better and you can lie down, relax, etc. This is the #1 factor for me.

2. The plane may reach the final stop at the same time, but you'll get off the plane and through customs faster because you're at the front of the plane and first to get off. Which, on international flights, can save you a lot of time waiting in the immigration line.

3. Yes, you still have to wait for bags, but your First or Business Class bags usually come out before the economy bags (the priority tag system doesn't always work, but usually it provides some benefit).

4. Also, the food and entertainment are better.

5. You have more personal space and are less cramped.

6. For business travel: If I have work to do, it's easier to be productive in C/F because of the extra space (and laptop power), and I also arrive more relaxed and ready to work when I land.

7. For leisure travel: the people who book C/F for leisure travel tend to be people for whom the flight is not just about getting from Point A to Point B. Rather, the flight is part of the vacation, and the journey is perhaps as important as the destination.

8. Once in a while, it's fun to feel special.