Alexa ranking is one of the metrics people use to measure the size and traffic of a site. A better ranking will, at least in theory, make you look more popular and therefore more credible.
You probably spend a fair amount of time on at least some of your own sites. I mean, they can’t ALL suck - can they?
If so, there’s a simple, passive way you can slightly increase your Alexa rank. Toolbars, for the most part, are crap, but there is an Alexa fireforx addon, built by Alexa, that doesn’t suck that much. It’s called Alexa Sparky.

Alexa uses the data from surfers that install this Plugin and their toolbar to determine Alexa rank. If you install this addon, you will be increasing the alexa rank of all the sites you visit.