You want to add them to your garden because they're so naturally rich in the kind of bacteria, enzymes and water-soluble nutrients that really give plants a kick in the pants (well, in their leaves, stems, flowers and fruits or vegetables) when the plant absorbs them through its roots.
Says The Tasteful Garden, "Worm castings are packed with minerals that are essential for plant growth, such as concentrated nitrates, phosphorus, magnesium, potassium and calcium. They also contain manganese, copper, zinc, cobalt, borax, iron, carbon and nitrogen. However, the best of all is that these minerals are immediately available to the plant, without the risk of ever burning the plant. Remember that animal manure and chemical fertilizers have to be broken down in the soil before the plant can absorb them."
You can use castings in potting soil, in soil for trees, shrubs, and flowers, and as mulch. You can even mix them with water to make a liquid fertilizer (otherwise known as "worm poop tea.")
If you're really bold, you can build your own worm bin and produce plenty of worm poop on your own.