Several reasons for me, most having already been mentioned. The obvious one being the quality of the sculpting and painting. The thing I like best is they don't just dabble in a range. They commit to developing a range fully from the get go. This is what I like best, knowing that you will have a well rounded selection of figures from any given range. I like that kind of vision and execution. And like Brad said, they aren't afraid to take chances, as w/ their exquisite Renaissance line. Right out of the shoot you have a whole host of figures to consider. There's no just sticking your toe in to check the water temperature w/ FL; they just dive right in! That sure adds excitement to the hobby for me, because it opens up possible production of all kinds of more obscure ranges many others may have never considered.
One other thing I'd like to mention that I don't think was mentioned already....I have yet to receive a damaged FL figure. Although their figures are very intricate and detailed, they are quite well put together and sturdy. I like being able to count on that, because it's always so disheartening to open a new box only to find damaged contents. I mean no one is perfect, and things do get broken in transit sometimes no matter who made them. But with FL, I am batting a thousand in this regard, and I'm very appreciative of the peace of mind and confidence this brings.
Joe