There are specific types of beer that are best or are only available in bottled format. Here is a short guide (hefewiezen was already discussed):
Belgian specialty ales: Belgian brewers do their best work in bottles, from complex "holy" Trappist ales to the wildly effervescent "devilish" beers such as Duvel. Many are corked.
Sour ales: Belgian lambic beers, Flemish sour red ales and American "brett" soured beers all show their best character from the bottle.
Strong ales: American and English barleywine, American specialty strong ales and also beers that are designed to be or are suited to be "cellared" like a last year's Sierra Nevada/Russian River collaboration.
Purchasing bottled beers comes with certain caveats. Bottles are more prone to what is called "trade abuse," meaning that they could be mishandled by anyone in the supply chain, right up to the point when the beer hits your glass.
Bottles that have been kept in excessive sunlight or fluorescent light may taste or smell skunky. If stored warm or hot, it may take on oxidative (cardboard) flavors. Don't let that scare you off; draft beer comes with its own baggage. It's always a good idea to try to purchase or imbibe your bottled, canned or kegged beer from a reputable source that knows their beer.
For more on the craft of beer, see Rich Ireland's "Beers to You" blog at thegazz.com.