I suppose it depends on what you want to do. The command line is an extremely powerfull tool.
For some example, look around at some tutorials on the 'net (there are a few from MacOS X pages, but linux tutorials abound as well).
As some examples, you can move files around quickly, change permissions and ownership of files, change file names on large number of files at once (well, with a little help from perl), download batches of files in the background automatically, backup files and folders to another folder/drive/computer... the list goes on and on.
You name it, and there very well may be a way to get it done from a command line.