Personally love them. Not so much in German, but in Russian they make word order wonderfully flexible. You can just blurt stuff out, adjusting the case as you go along, to build a sentence, rather than having to go back and restart.

What bugs me with German inability to reliably form plurals and having adjective endings vary by determiner (though not difficult to learn, but just seemingly serving no useful purpose).

For me I found aspect in Russia the most difficult thing grammatically to grasp. I hear learning articles from an "articleless" language is similarly difficult.