Yeah, they don't do anything for you. Its just a sense of satisfaction that doesn't give you anything real. As opposed to beating a game, which gives you...oh wait.
Achievements are good. They add a sense of accomplishment, without removing anything, and they are easy to add in. They also can inspire someone to explore a game more thoroughly. For example, I remember playing through Episode 2, and feeling motivated to find every cache. Without the achievement, I wouldn't have done so, but I enjoyed the sense of completion, and it lengthened the game experience. People tend to play a game in the simplest, most effective manner possible, so adding an achievements to do things differently can greatly expand the scope of the experience. For example, in TF2, I tended to play, almost entirely, Pyro, Heavy, and Soldier. With the new achievements for class updates, I expanded my play tactics, and had a lot more fun.
Though I like achievements, they could be better. The fun of a game, generally, comes in 3 steps. 1) Identifying a pattern, and utilizing that pattern in the form of developing intentions regarding how you influence the game state. 2) Executing those intentions. 3) Receiving feedback from the game, informing you of the consequences of the intentions you utilized. Achievements give you more patterns to identify, and offer more options to execute. However, the feedback they give you is, often times, very minimal. If simply increasing gamer score motivates people so strongly, then giving far more legitimate feedback would be even better. Anything that is more tangible, no matter how simple, should serve to drastically increase a game. If achievements offered even the smallest of financial incentive, like percentage off of DLC or something, I would 100% a LOT more games.