
While you might not notice the difference when you're busy chugging down them beers, how the glass is shaped helps determine your experience with the beer.
Beer Advocate has a fairly extensive list:
Still think it's just marketing? Well the sophomoric pun "head is good" has a mature side. Scientific studies show that the shape of glassware will impact head development and retention. Why is this important? The foam created by pouring a beer acts as a net for many of the volatiles in a beer. What's a volatile? Compounds that evaporate from beer to create its aroma, such as hop oils, all kinds of yeast fermentation byproducts like alcohol, fusels and fruity esters, spices or other additions. So a glass that promotes a healthy foam head may enhance the trapping of certain volatiles. And as varying levels of head retention and presentation are desired with different styles of beers, different styles of glassware should be used accordingly. Presentation marries science.
Sounds like a guide I won't leave home without!