What makes World of Warcraft fun is that you always have a goal. This is unlike FFXI - unless you count the "goal" as gaining levels so you're high enough to do the next mission. Rather, you gain levels by DOING the missions - so you're always working toward a short-term goal, AND a long-term goal.
Addictive games always have you striving farther and farther and farther. The best games have an entertaining formula that gets old very quickly, but becomes incrementally difficult, with no end in sight. MMORPGs really have got that down - but I'm liking WoW much better than FFXI because the first part, the entertaining formula, is much, much better planned. Not to mention there's the socialization (which is not as big as in FFXI, though, which I like - you don't have to depend on others nearly as much), neato graphics, and story and plot (also not as big as in FFXI - the one downpoint I'd say I miss).
So once I tire of the "guy gives quest, you collect stuff, you come back, hey you're strong now" formula, that should signal for me, hopefully, that it's time to move on to something else. Or back to Lumines, where the formula is "make squares forever," which works really well, too.