I...like the whole package really. There's just so much stuff to play around with and to experience that I always find my self coming back to Touhou.
1. Atmosphere. There are quite a few games that won me over by atmosphere alone; like Killer7, Baroque, Within a Deep Forest, and R-type. Touhou falls in this category as well. Every things feel mystical and laid back, and I've generally always been a sucker for fairy tail settings, and what's Touhou if it's not one big fairy tail about lazy people?
2. Gameplay. I've liked almost all shmups I've played so far (Even Milstone and Psikyo AW SNAP!), so this is kind of a given. It may not be the cream of the shmup crop for whatever reason people will often bring up, but I'm beyond caring. The fact that I suck at all shooters (Not named Karous) equally probably helps. :V
3. Cast. They're cute, and I like cute things. Instant thumbs up.
4. It gives me something to draw. This one is a pretty big reason I stuck with Touhou so long as well. I really like to draw, I'm hoping to get a job drawing one day, but for a while I couldn't really think of anything I wanted to draw. My roommates would suggest that I draw superheroes with hyper idealized athletic forms, but I really didn't want to. This is mainly due to the fact that many of my male peers draw characters that are A) Superheroes or B) Satan if he pumped a large swimming pool filled with steroids into his body. I was never really into that stuff to begin with, so I wasn't to keen on drawing it. When I found Touhou, which was filled to the brim with cute, simple characters and a fan base that seemed to welcome almost all fanart, I jumped on it in an instant. I still often study to draw more realistic human figures and object (reality is the foundation of a lot of art after all), but when I draw for fun, I always end up drawing a Touhou character or a character inspired by Touhou (Or a robot, because robots are awesome).