The point of using NZB files is so you don't have to wade through (sometimes literally) a million headers in a newsgroup to download your favourite RAR (or other NZB) files. That said, this is a useful, though overpriced and crippled 'til registered, utility. The interface is decidedly spartan, with no frills or Mac-style niceties in the form of fancy widgets or polished windows. It also has somewhat annoying flashing buttons prompting you with what to do next. Set up couldn't be easier however, and if you have decent news server the downloads using NZB files can be blazing.
There are cheaper alternatives, but for those with money to burn this is an adequate downloader.
By the way, NZB files can be found, usually for a nominal one-time donation, on websites that specialize in certain types of downloads. Typically, there are previews available to help you decide which NZB files will make your download worthwhile. There is really no need to pay a large fee for these files.