The look on their faces.

You never understood, why we did this.
The audience knows the truth: the world is simple.
It's miserable, solid all the way through.
But if you could fool them, even for a second,
then you can make them wonder, and then you...
then you got to see something really special...
You really don't know?
It was... it was the look on their faces...

The Prestige. Christopher Nolan.