Mostly because I love the feeling. But also because it gives me a different perspective on everything. Sometimes I fight with my mother, and then I roll a fat joint and just realize how naive and stubborn I was being. To each his own
I started smoking to relax and experience new ways of perceiving the world (since I like to do that anyways). But now, I smoke strictly for medical purposes because I found it helps manage my nerve pain and chronic headaches. Getting rid of anxiety and nausea is just one of those side effects (much better than the side effects that come with prescriptions).
That's not true for everyone. I know plenty of people who choose not to smoke because weed causes them to become paranoid. There was also one extreme case, it was my sister's friend. She used to love smoking weed until all of a sudden she suffered from a severe panic attack, and from then on she could not smoke weed anymore because it would make her anxiety a lot worse.