jQuery BBQ creates a nice interface for manipulating your url without having to reload the page. This means that you can create bookmarkable content without having to reload the page every time you want to change a url parameter. This is great for creating AJAX based forms that can display results instantly while still being bookmarkable.
A lot of sites use this sort of functionality already. A good example of this is grooveshark, which uses the hash part of a url to store parameters. Drupal also includes jQuery BBQ in its base package. Page reloads take a long time, so in today’s world of responsive web pages and impatient users, putting url parameters in the hash part of a url makes a lot of sense.