I've put some time lately into figuring out why I've spent the last 2 years (1yr 10m ish) and here's what I've come up with.
I've tried WoW, Guild Wars, Age of Conan, and several other free fantasy RPG's.
The biggest reason I play eve is that 3rd party applications such as evemon and evefit, in addition to the in game tools, make goal setting fun and easy. In games like wow and other MMO's that rip off wow its very difficult to say, "Hey, that looks like cool armor" or, "That sword would let me kill enemies better".
In evemon its simple, browse the dropdowns, and you get all the info, stats, and prereqs, and with evefit you can plan out any offensive or defensive strategies, or even just figure out how much stuff you can haul around.
To the best of my knowledge, other MMO's don't have anything like that, if they did maybe I'd be able to get more into it.
I also enjoy knowing that 12 yr old who are taking 5th grade for the 2nd time, because they grind dungeons too much, aren't playing eve, and if they are, they haven't been skill training for long and aren't going to be much of a threat.