What he says here is exactly in alignment with my own fascination about the game:
Past the high security centers, pirates roamed, corporations struggled for control, and alliances sent waves of ships crashing into their not so distant enemies. The further you advanced past the first station, the darker, and grittier side of New Eden encompassed your very being. In the lawless 0.0 regions of space, more opportunities presented themselves. Vast amounts of wealth, juicy targets, fame, and glory were all for the taking. Players have to strategize though, think tactically, since charging ahead against equally minded opponents would only result in failure and a quick trip to the clone vats. Foreign policy was real, as were the wars and refugees displaced by them. There is pure chaos around every corner, and still, pure unadulterated sand to play in at every turn.
It's why I play. Admittedly, I don't play in 0.0, but the excitement is the same wherever you might play in the game.
I'm recommending xiphos's post to everyone not in Eve, so that they can get a good understanding of why they should be. :)