What is the benefit of using Membership Class in .Net?

Hello,

I would like to know what's the benefit to use Membership Class (http://msdn.microsoft.com/en-us/library/system.web.security.membership.aspx) while developing with c# or vb.net ?

Is there any limitation ?

Is there any advantage for me if i build my own Class for authentication, membership, users & roles ?

thank you

Paul