I was lucky enough to have my girlfriend (at the time) get me a starter kit with two glass carboys, so I've always used a secondary fermenter. Aside from just getting it off the yeast, it becomes convenient if, for some reason, you aren't able to bottle your beer when you originally planned (which I guarantee WILL happen). If left in the primary, the yeast cake would break down eventually and impart off-flavors. I think using a secondary also helps the beer clear better. In addition, if you rack from a bucket or 6.5 gallon carboy into a 5 gallon secondary, the amount of airspace above the beer is dramatically increased, which is helpful. I can't really speak to advantages over not using a secondary, because I've always used one.
Hope this helps!