Incase of the PMDG 737NG, it tends to be the fact that 99% of the buttons are clickable in the VC, it has a fully functioning FMC  that is rarely found in freeware aircraft, great visual model and flight characteristics, great VC, 2D panel, and even a virtual cabin.

I believe PMDG likes to make things as real as possible within the confines of what can be created in FS9.

Most payware out there is worth the added expense. Keep in mind I said MOST. There are some that are equal to what you might find in freeware, some slightly above in some way, and some not even as good as freeware, and then there are those that shine and fly past anything available similar in a freeware area.

Sometimes payware is the only version of something because no freeware model exists or if there is one, its sorely lacking in something

A lot of times payware also includes eyecandy to get the reasism effect. Opening engine bays, removable pilots when on the ground, etc. Sure there are some freeware that includes such things but again they are rare.

Its basically a market where its best to ask about certain things before you buy. Chances are someone on these forums has the payware or knows whether or not its worth the price of admission. Feel free to ask until your hearts content if something is worth buying. I know i for one if I have it or have heard of it, can give you my input openly and honestly.

I would say of all I have bought (over $3000 worth of payware addons) 95% was worth it to me. I have made some not so good purchases but its a live and learn market lol

EDIT: I also recommend having a good pc that will allow you to utilize what a growing number of payware has to offer. Without a decent system you can lose a lot of what went into something that is payware