A mechanical keyboard has switches beneath the keys that recreate the experience of typing on a typewriter. Although there are different types of switches used in mechanical keyboards, they all have the same result: more accurate typing.
There are other advantages to mechanical keyboards beyond enhanced accuracy, including longer key life and sturdier keyboards. The largest single disadvantage is that they are much, much louder. If you're a fast typist, it won't be long before you feel like in you're in one of those old stenographer pools.
Mechanical keyboards are also more expensive than your run-of-the-mill wired models, although they come close in price (or are even cheaper) than some of the more high-end wireless keyboards.
Those who may find a mechanical keyboard to be a sound investment include office workers whose jobs depend on speedy and reliable data entry, and gamers.