Pocket Wizards are remote flash triggering device that will work pretty much 100% accuracy up to about 1600ft away from each other. Awesome devices!! You can put a flash in another room, across a stadium, behind a tree. The options are limitless. I have two and would like another two for my other two flashes/speedlights.
Off camera flash can add more dimension to your shots by using the light to create unusual shadows and light patterns. On camera flash or the little pop-up flash that is part of the camera as a harsh effect and usually makes the subject look flat.
Check out the Strobist for more info. Follow the links on the right for Lighting 101, etc. Good stuff.