The ear sees what the eye hears

Sensory illusions offer insight into the underlying architecture of the nervous system, in much the way that studying disease processes has given us a better understanding of how the body is supposed to work. Also, illusions are cool, and a little magical.

The McGurk Effect is one of my favorites, because 1) it illustrates the hard-wired connection between visual and auditory systems, and 2) it's endlessly reproducible and virtually impossible to outwit, even when you're aware that it's going to happen. Even the researcher who studies the effect says he's not immune to it.