They allow me to write freely because I know nothing is permanent and whatever I capture but don't find useful can easily be discarded. I can be as messy as I need to be, as creative as I want to be and in whatever format I choose. I capture things here before I decide where would be a befitting home to them.
It is quite convenient to carry around, and even if I do not enjoy the this comfort of reading paper backs, sticky notes makes it easy to make notes from my readings without soiling my books.