I have found them to have a better more professional look, to be better documented, can often be customized more (and more easily), and they often have better functionality. They are also updated more often. Some of the free ones can be 'stale', which means you might be missing features that are pretty much standard or have other problems. If you put a lot of time and effort into making your site just as you want it, but then the developer who did it for free no longer cares/has time/updates it, then you might increasingly have problems with your theme. Don't get me wrong, you can search the free ones and find good ones too, but when I used to do that it would take me forever and some trial and error to find the one that best served my needs. Wordpress does have a search filter that helps for that though. But for me, the time saved and having a much more professional look is alone worth $30.
One other thing to note is that there is wordpress.com and wordpress.org. Com is similar to Blogger. It is less customizable and has a lot fewer features. You have much more control and choices with org and can add plugins to fit your needs and can add commercial elements to your site.