Personally, I find the other choices of American sports dull (i.e. Basketball, Football).
I love everything about baseball: the pacing, the sights, the sounds, the taste of the hot dogs and the warm beer. It helps if you keep score, too.
Baseball's history is unparalleled (at least in popular American sports). The nostalgia is all part of the charm.
I *will* admit that I cannot conceive of how people find it entertaining on TV. It's nice to have it on when you're doing something else to keep you busy, but being at the field in person is the best experience.
<...shedding tears at thoughts of "The Natural" and "Field of Dreams"....>