Blogging allows you to show just how knowledgeable you are in your particular niche, which is waht clients want to see when coming to your website. If you write something particularly interesting, people *hopefully* will share your blog post with others, encouraging people to your website and repeat visits.
Also - in terms of
SEO, having dynamic content on your website (such as a blog) shows the search engine spiders that your website is fresh and updated regularly and encourages them to crawl regularly :-).