1. Always connected. There's no account login/logout at all and this is tied to blackberry's online connection mechanism. (very reliable)
2. Message 'tracking': unsent, sent to server, sent to recipient, read by recipient.
3. Advanced image sharing automation: auto image resize and preview.
4. Blackberry 'groups': persistent group chat, image sharing area within the group complete with comments section, group tasks and calendar sharing. All this within the BBM interface.

The points above are why I personally think BBM is better (in terms of UX) and features than just about any other IM services. But the main reason that I think BBM is special is because it brings IM to people who usually don't IM.

On top of that, I really get plenty of saving using BBM because I travel a lot. Data roaming cost is helluva expensive; and blackberry's compression and connection optimizations really make a difference on the monthly bill to me.