For a long time I didn't see a point really, most games I play, I play multiplayer online. And if it was an MMO, well that was pointless. You had to jump through a ton of hoops to find a way to play online, and free servers for MMO's were scarcely populated compared to the official servers.
Now, my opinion is changing. More companies aren't offering ways to beta a game, or try it before you buy it. A lot of MMO companies aren't even offering an open beta (i.e. Fallen Earth or Champions Online, where you had to basically pay money in one form or another to get into the open beta.). I mean, I waited a long time for Left 4 Dead 1 to drop down in price, simply cause there was no demo. Sure, they had a demo at one point but it was only open X amount of time, thats it... They opened it I think, twice more over the course of the next year for a weekend here and there but if you didn't know about it, you missed out. And of course, people's response is "try it on the consoles, rent it". Sure, if you own a console thats an option but even if you did own a console, why would I want to rent the console version if I am interested in purchasing the PC version?
Honestly the game market is sucking right not cause its becoming harder and harder to try new games, especially MMO's. With Closed Betas becoming even tighter, and Open Betas being much much shorter (Champions Online was open for maybe 7 days? I remember WoW's open beta in 2004 was a full month, Neocron's was two months, etc) it's becoming harder and harder to justify the cost versus risk factor. I dropped $50 on Darkfall (which is awesome it just wont run well on my machine) because there's no open beta for it, no trial, nothing. Sure you get the 30 free days with purchase but thats a bitter pill to swallow at $50-60 for a game you might not want to play after the initial playing.