They also can enable you to type faster. This isn't very important for coding, but it may be important in a variety of other contexts depending on what you do. I've been trying to push over 90 awpm myself.
Here are the keyboards I've had and tried:
MS Natural Elite, classic, affordable, does everything right. I feel the same way about this keyboard as I do the classic MS intellimouse, which was superceded by (IMO) inferior products. The spacebar felt a bit loose and broke on me a couple of times.
MS 4000, never felt as smooth to me as the Natural Elite, but easier to obtain. I think they made the spacebar more stable, but not as easy to reach. I was in the habit of putting my natural elite in my lap and pounding away, the adjusted curvature of this model didn't allow this and otherwise annoyed me.
Kinesis Advantage, major price tag and major pain to use if you have to use a mouse periodically. Also more difficult to adjust to. That said, gives you a slight advantage w/ typing speed (+10 or so words per minute) and allows you to easily touch type the numbers, something that very few people can do. Also, very very comfortable.
Do you really need an ergonomic keyboard? Depends on what you do. I predominately use a laptop keyboard (on my 13" Air) these days and haven't had a major issue with strain for some years, largely because (I assume) I do other wrist intensive exercises (primarily yoga). That said, if I ever did something again where I really needed to push 100 wpm, esp. over an extended period of time, I would definitely crack out my ergo keyboards.