I have been a member of the FSB (Federation of Small Businesses) now for a few years. For all the reasons Lynne mentions, also the 24hr legal advice help, tax inspection cover and assistance and also their lobbying. This is one of the largest lobbying organisations in the UK that is working on the behalf of us ... small businesses!
Personally I think FSB membership is essential for any small business, for peace of mind, for support and and for ensuring the government of the day acts in our favour.
I am also a member of the Beauty Guild, they provide my insurance.
Mat