One of the reasons I primarily play games on the PC involves a higher level of support and customization. The bulk of this support doesn't come from developers, though: it comes directly from players, usually in the form of modding. Whether it's to fix a broken game or add new content, mods have become essential for playing specific games (like Skyrim), and I can't imagine the game without them.
Skyrim, of course, isn't the only game that I install mods for. I love both using and creating mods for Paradox products, like Crusader Kings or Europa Universalis. I install quite a lot of mods when I play World of Warcraft or other MMOs, usually to add features or to make the interface usable. There are downsides to heavy usage of mods, to the point where a friend refuses to install them, even when they're essential to gameplay.
For starters, they're rather complicated to install and configure. While Steam Workshop, Nexus Mod Manager, and Curse do a very good job simplifying it, many games simply do not have that level of support. Even when they do, they're often largely configured only by console commands, without a GUI of any sort to drive them. It's quite easy to mess up the installation of a mod even with these programs that will auto-install and auto-update them, as I found out when I recently tried to run a heavily modified version of Fallout: New Vegas. It can be so painful that I give up, despite having been playing PC titles with installed mods since the release of the first Quake title.
With titles that are even supported at all, such as Crusader Kings, there's always the worry that game updates will ruin not only your mod, but your savegames, as well. Back when I started gaming, patches were optional, however. This isn't quite the case anymore, as games I purchase via Steam are auto-updated even if I turn auto-update off, and designers can force updates or make the game not run if you find a way to disable the update. All this adds up to mods breaking and savegames simply not working any longer, which isn't too big deal for a short game, but for a game like Crusader Kings that is easy to sink hundreds of hours into, it's hard to justify starting completely over.
Hand-in-hand with that, mods often have to update to keep up with even the version numbers in games in order to work properly. With each patch, even the most diligent mod teams are left with broken mods that essentially make your game unplayable until they have the chance to update to the newest version number.
Many mods (such as the wonderful SkyUI) are dependent on pre-existing code that they can't bundle with their mod because the original author would like credit. While this isn't a significant issue in theory, in practice it leads to more broken mods and games than necessary.
Even with all this, I would argue that mods are very much worth it. While I am beginning to wait longer after release before I purchase a title I know will need modding -- until after the game is no longer supported and a game of the year title is available with all content expansions -- I still heavily use them and encourage their use.
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