Being able to write new control structures can come in very handle. Imagine if your language of choice had exceptions/errors, but didn't have try/catch/finally.

Being able to write new control structures can come in very handle. Imagine if your language of choice had exceptions/errors, but didn't have try/catch/finally. Now imagine you could just implement that structure as a command/macro. That's a rather extreme example, but it does highlight the power available.