Anti-reflection coatings are designed to reduce glare and light scattering from artificial light sources. One big advantage is that they help to reduce the glare from car headlights when driving at night. They can also help relieve eye strain if you use a computer. This coating does not provide shading from the sun, but often incorporates UV protection to help reduce the chance of UV related damage to the eyes.
Anti-reflection coatings are scratch resistant and water repellent. They can also be supplied with a smudge resistant treatment, making them easier to clean.
Anti-reflection coated lenses look cosmetically better than uncoated lenses as they make the eyes more visible behind your glasses.