Several photoshop tools allow you to use simple patterns rather than a simple round dot as the brush shape. Many custom brush shapes are included with photoshop, but there are, as you have seen, many thousands more for sale or for free on the internet. They are used for numerous purposes, from fring graphics design styles to stylistic photographic touch up techniques.

In general, I think they are much more useful for the graphic designer, rather than the photographer. However, if you are the type who enjoys photomanipulation, where you blend pieces and parts of multiple photographs together, possibly with some graphic design elements, quality brushes are probably one of your more useful tools. Non-circular brushes can be very helpful when blending various photo parts together in a photomanip.

The uses for brushes is probably far more extensive than I've noted here. I would search graphic design and photo manipulation sites for more information.