Being able to know immediately whether my cheesecake is done or my sugar has reached the soft ball stage or my chocolate is cool enough to use makes a big difference in the success of my baking projects. And the Thermapen is tough, reliable, quick, and accurate. I'm told it's great for checking whether meat is done too but since I don't cook I'll have to take that on faith.
I have the same thermometer and concur my life in the kitchen and around the grill is better with this thermometer. Highly recommended!