If you are currently satisfied with your vaping experience, there's no need to upgrade. There are many people who have been using eGo's exclusively for years and don't have the need to upgrade.
However, the APV's or mods do have their advantages for certain vapors. The eGo class of batteries have a finite lifespan of approximately 250 charges. After that, the entire battery must be replaced for a new one.
Some mods have the capability of using replaceable batteries that can last you an entire day or longer, eliminating the need to carry multiple devices with you to last out your day if away from home. Even with the smaller mods that use smaller, shorter lasting batteries its much easier to carry a couple of those batteries as spares should you need them.
A mod is built to last and therefore will last years in comparison to the relatively fragile eGo batteries. They can survive multiple drops or other trauma with no ill effects.
Although the initial purchase of the mod is more costly than an eGo, its longer expected time of usefulness makes it a good and economic choice for the long-term vapor. An eGo replacement battery might cost upwards of $24, while the replaceable batteries for a mod can cost as little as $6 - $9 each, and will last a year or more with repeated charging.
Mods having a larger form factor allow them to carry larger capacity juice delivery devices that would look inappropriate on an eGo.
Some delivery devices, such as rebuildable atomizers, require a power output and amps that an eGo battery can not provide.