A lot of things come to mind, but I'll try to keep it as short as possible. For one, I like knowing I have nothing to worry about regarding ridicule when I drop my pants. I love genuine compliments. I also like the fact that I can penetrate a woman in any position I choose without slipping out and that if I want to, I can cause her just a bit of (sexy/acceptable) pain provided she's into that. I like knowing that she won't be able to fit all of me in her mouth unless she is good at deepthroating. On top of that, I get a kick out of the visual of seeing a woman suck and fuck me. I will sometimes make her watch my cock slide in and out, and I like feeling her squirm/resist a little if I go too deep.
I guess ultimately, these things give me some aspect of control and validation. It's not smart to let your entire ego stand or fall by how your dick is judged though, so I do have other facets that I take pride in.