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Cheaper Rake and Tournament Fees
Poker rooms make their money by charging "rake." The rake is a percentage of the pot that is taken out and set aside for the house. Because poker players don't play against the casino - they play against other players - this is the only way for poker rooms to make money.
Avoiding High Rake
When playing in a live poker room, the rake is taken from every pot, usually 10% up to a max amount. In some rooms it is $3 and in some it is $6; it varies from room to room.
This may not sound like much, but if you play 30 hands an hour and each pot averages $40, the house is taking $120 an hour OFF THE TABLE! This money is coming from your stack; it is coming from your neighbor's stack. If there is less money in your stack and everyone else's, there is less money to be won! The cheaper the rake, the easier the games are to beat.
When you're playing online the rake is a lot cheaper. Online rooms generally charge much less because the overhead of running the games is significantly lower - i.e no dealers to pay, no lights to keep on, etc. They take a max of 5% from any pot up to a certain max, all of which are smaller than live.
In a 1¢/2¢ game the max they will take is 4¢; in a $1/$2 game the max rake is $1. In that same $1/$2 game at a casino, the house be taking an extra $4 from each pot $50 or more!
Lower Tournament Fees, Too
The same dynamic applies to tournament fees. When a casino runs a tournament, it charges a fee for providing the tables, dealers, chips, etc. It adds an amount to the buy-in that does not go to the prize pool. This is the house's fee for running the tournament.
This fee can be relatively substantial. The average casino will take 10% of each buy-in for the tournament fee. This money will never be seen by a poker player again! Online rooms charge less, usually 5% to 7%.
With less rake and lower tournament fees, that leaves more money in the poker economy - more money for you to win!