The sense of creativity, of adventure. Of living a fictional world the first time, exploring it and living it moment by moment. The sense of surprise the story can give you - you, the story creator - and it turns round and throws you a curveball!
For me writing is part of living; it's a fulfilment I get from nothing else. Don't get me wrong; there are many things I enjoy in life and which give me a sense of fulfilment. Writing though is part of the puzzle that makes my life feel more complete.