They're much more responsive and smoother than membrane keyboards. The keys will literally never get stuck and have a much, much longer lifespan than membrane keyboards. You'll get a lot of feedback when you type, whether it be a loud audible click like Blues or simple resistance response like Browns, which can make a surprising difference in your dexterity when you type. It's like typing on an Surface touch keyboard, which gives you no feedback when you type - feels like absolute **** - versus any other membrane keyboard. Keystrokes have much different actuation points than membrane keyboards, which can feel mushy to type on, whereas with mechanical keyboards, you can /feel/ each individual key you type.
The difference isn't night and day like the Surface vs. other keyboards, but it's definitely noticable enough for me to more than justify the purchase.