They're more fun. You're actively operating the machinery instead of it operating itself. That probably doesn't sound fun to you, but it is to me, and I'm not alone.

Until recently, manuals were also more efficient than automatics and had more gears. That was a big factor for performance cars and places with high fuel prices, but is no longer true. Now, automatics are more efficient and usually have more gears, so people who want manuals on new cars just want the additional control or engagement.