In a nutshell human beings have depleted helium reserves on planet earth to the point that within 20 years we run out. Now you say, big deal, no more party balloons. But little do you realize that the manufacturing processes for just about everything super technical requires helium. It's a big enough deal that both Russia and China are developing standalone robotic systems to harvest helium-3 from moon rocks where its found in great abundance due to the suns constant bombardment of the surface rocks which creates the substance. Helium-3 is also a core ingredient in fusion reactor processes and as such is required in great quantities to sustain the fusion reactor operations.

http://www.wired.com/wired/archive/8.08/helium.html

So there is a strategic value which while not important at this moment, will likely be a driving force in space economics in 20 years...

From the economic perspective there is a massively lucrative tourist market to sell.

And above all of that you have proof of the countries dominance over the earth. Some of their residents are literally untouchable :)

EDIT: if China makes it to the Moon that would establish them and the next biggest super power. Chances are it will be them anyway but still...

On the other hand, once you're out of Earth's gravity well, you're halfway to anywhere.

There's supposedly fuel on the moon. He3, if I'm right.

You'd be much more easily able to control space (orbital space), because you'd have fabrication plants on a place with about 1/6 of the gravity, making escaping that gravity much, much easier.

It would bring you a lot closer to the goal of space colonization.

Plus, lasers.