Its a great way to familiarize yourself with the game, try out some new strategies, and get in some practise. Many online sites offer play for free and low buyins. There are some incredible bonus opportunities and promotions too. Once you feel confident in your play, there is a plethora of different types of tournaments and cash games you can conquer. The action is quicker and offers anonymity in your play.
Who says you have to get dressed up and go out to the casino?