There's a ton of background information about these coins available on this forum, on the web, or at Melbustus' site (shared above) -> http://www.spotcoins.com/bitcoin/casascius. Elianite has more of a history/story PDF about them but I don't have that link.

The quick answer to your question is that they're sought after because they are the first physical representation of a bitcoin, most come with a bitcoin (or multiple or fraction of) "embedded" on the coin via the hologram sticker on the one side. They've become collectible because they were the first physical bitcoin and the creator no longer makes them due to some issues the Federal government took with him minting money (it's debatable but the Fed tends to win these sort of debates.)

I'm rather new to the the forum as well, welcome!