The main reason we now have Behaviors in Silverlight was due to the lack of support in Silverlight of triggers. Triggers in WPF are incredibly useful as they provide the ability to change the look and feel of UI Elements dynamically based on the state of the application directly in the Xaml. In fact they are so useful we have 2 types Data Triggers and UI Triggers. Data Triggers can be used to respond to changes in the data that the UI Elements are bound to. UI Triggers can be used to respond to UI level events.
My current view of Behaviors is that of Triggers on steroids, in that they are an evolution from read more on Richard Griffin's blog