Specialty grains definitely add color, flavor and mouthfeel to a beer. An extract batch without steeping grains can be one dimensional and blah. An extract batch with steeping grains is full flavored, rich, and has a good body to it.
I would recommend trying something a bit different next time. Instead of putting it in the pot until it boils, "steep" the grains at 150-160 degrees for 20 minutes (use a candy thermometer, or any thermometer), turn off the heat, and then remove the grain bag before it gets over 165. Turn the heat back on, and proceed. You can also lift out that grain bag, and pour some additional water (no higher than about 170 degrees over it) to get even more goodness out of them. This technique is not that different than the one you follow, but less likely to leach any tannins (from the grain husks at near boiling temperatures) into the wort.