advantage of nested resources?

I don't know if I understand the advantage of a nested REST resource.
Is it simply the cleaner URL?

This web site shows 6 different steps to get it to work:
http://earthcode.com/blog/2007/01/nested_crud_resources_in_rails.html

I have about 8 or 10 resources that could be nested under Users, which
would be somewhat laborious to me.

Right now I simply pass in the user_id as a field. Can someone tell me
if it would be advantageous for me to use use nested resources?

Thanks,
Chirag