While I have neither the time nor interest in wading into a "Bayesian v. Frequentist: Holy War" debate, I nonetheless wanted to pass along an informative and balanced description (click here) of leading reasons to consider Bayesian strategies from Andrew Gelman (Columbia--statistics). While Andrew certainly has a point of view (and various priors), his helpful post succeeds in its goal of identifying and briefly describing various leading reasons to consider Bayesian strategies.