Envious of those cheese-eating surrender monkeys, Brits, Italians, Finns, Indians, Chinese, ... who do all that texting (a.k.a. SMSing/messaging)? Anxious to travel the world without worrying about making your phone (and its contents) work in new places? Get AWS/Cingular/T-Mobile!
Then there are the boring reasons - my carrier has lousy coverage/customer service/billing/...
In places where number portability was introduced a long time ago (Hong Kong was one of the first, IIRC), most operators adopted defensive measures quickly, and churn (percentage of customers who moved to a competitor) returned to 'normal' levels after a few months.
When in the US I use T-Mobile, mostly for historical reasons. However, if Virgin Mobile offered a GSM option, I'd switch in a heartbeat. Why? For most people, the bundles offered by nearly everyone in the market (e.g. 300 'free daytime weekday national minutes', unlimited other time minutes) are more expensive than a pure pay-as-you-go scheme, because of their calling patterns. There are notable exceptions, of course.
In Europe and the Asia-Pacific regions, my preference again is Virgin Mobile, for the same reason. Historically, Orange offered innovative packages, but since its acquisition by France Telecom, they've reverted to 'me-too'.