Let me start by saying that I don't play much. I don't often say it out loud, but I'll always admit it if challenged: I build and paint and theorize, but I don't play much. That goes double for Fantasy.
But why do I still stick to it? For the epicness of it. I don't like the idea of large blocks of infantry. They bore me. I like going for things that look amazing. My High Elves? Yes, my most recent army will have blocks of spearmen, but that's just because they're so farking amazing for Elves. However that's a 3k grand army list. in 2k? Knights. Armored knights on horseback from every direction. Even if I die a glorious death, I'm going to make you at least grudgingly respect my force on the table first.
I deal in Dragons; I have three of the models, two kitted as mages (7E allowed slots, so I could run two, instead of %s) and one as an 'Imrik' kit with lance and shield. My giant eagles use Drake models, and my Skycutters are pulled by drakes. I even used a Nazgul felbeast to act as a Fire-Drake instead of the Phoenix kit. My magical strength is actually fairly low in my army (far higher in my Grand 3k kit, but that's a more 'traditional' force), but I play towards cavalry, monsters, and specialist units. Toys instead of bodies.
And then I lay em all out on a table and picture the epicness of the story behind the whole thing.