I'm sure you could do what they do on your own but it doesn't cost that much and they say they will call you if someone is checking your credit in order to make a purchase, to make sure it is you.
You also get your credit report from the three agencies once a year. Not your score but your reports.
Saves a lot of hassle that you would have to do yourself. I'm just lazy.
Anyone can get those reports for FREE at www.annualcreditreport.com (NOT freecreditreport.com).