I play micro limit because I enjoy the idea of working up my bankroll from nothing. I also don't consider myself incredibly skilled at poker, and am trying to learn.
Some people respond to this with "you need to play at higher limits to be able to learn, because people have such terrible play at the lower limits", but I disagree. I think that by progressing and playing at nearly every type and style of play you can grow to be a more rounded adaptable player, and that is just what I am trying to do. Not to mention that Depositing my Own money in poker doesnt seem like that good of an idea to me, as well as the "allure" of big winnings.
Also, while I am still learning why not kick around pennies so that I don't lose anything big, huh?