Here's a good article in the Post-Gazette about what it's like to be a Pirates fan.
Personally, I think it's silly to blindly maintain one's allegiance to an organization that plainly no longer takes baseball or its fans seriously. The only good, rational reason I can think of to continue rooting for the Bucs is that if and when they're finally a respectable franchise again, it's going to feel really sweet.
I root for the Bucs because I grew up near Pittsburgh. I was about two weeks old when they won their last World Series, in 1979. My dad, a lifelong Pirates fan, told me stories about Roberto Clemente, Bill Mazeroski and other Pirates from his youth. In the 1980s, when I was very young, I was at the game in which Ralph Kiner's number was retired. Then the Pirates were very good in the early 1990s, when I was entering middle school. Those things keep me going - I root for the Pirates not for who they are now, but for a tradition of good baseball. Every year, I hope that the jerks who have taken that tradition hostage will change their minds or give up, but so far that hasn't happened. The most painful part of being a fan, for me, isn't the baseball itself - I can get lost in the minutiae of a long season no matter how bad the team is - but rather the offseason, which I begin each year hoping that the Pirates' management has changed its mind or learned some things. Every year, I am disappointed.
I live in California now. Since I graduated from high school, I've moved around the country. At various points I've tried to forget about the Pirates and root for other, better-run teams, sometimes corresponding to my geographical location, sometimes not. I've tried to pull for the A's, Dodgers, Padres, Indians, Red Sox, and so on. It never works, even though I don't really think the current Pirates deserve my time and they certainly don't deserve my money. If they ever do win, though, it's going to feel fantastic, much better than a World Series for the Padres would.
What keeps you going as a fan of the Bucs? Do you think you'll ever give up?