You all know what I mean: target numbers, DCs, difficulty modifiers like -6 to your roll because this task is very, very hard to do. Obstacles in Burning Wheel. All that stuff that is made out of the DM/GM/Referee person adjudicating the level of difficulty of a task or action that a player's character is making. With or without the rules providing a guideline, either one.
What does this actually add to a game? How is this fun? I have some ideas of my own about why these can be good and why they suck, but I haven't really discussed it with anyone so I'd like to hear some other opinions. If you like games with these kinds of rules, why do you like them? If you know people who like them, what do they seem to like about them?
If you don't like difficulty levels, that's cool, but this isn't a mock-thread, please.