I hate the ones that require you to give an in person interview with them before they'll suggest you for an in person interview with a company. Can someone explain the reason they do this?
It also helps build a relationship. At some point that recruiter might 'ask' you to take a job with his/her client. Saying no to someone you haven't met is easier than saying no to someone you have spent time with.
Recruiters are constantly doing little sales 'closes' during the process, building towards that big close of you accepting a job offer. It's all part of a sales process, no different than any other sales position.
Edit: changed "the reason" to "one reason"