Why are jellyfish so darn cool?

cause they are made of jelly

Actually until fluther, I don't think I considered jellyfish cool at all. I get stung by them regularly and they look nasty on the beach. I respect jellyfish and I have seem them look gorgeous. (moonlight night on a dock, sometimes you can see them reflecting the moon with an eerie glow)
But I'd say they're cool because they are semi-see through and anything that is see through is cool

Because a very very long time ago, your relatives were Jellyfish ; )

I think they are cool because they have no discernible brain, a non-existent skeleton of any kind, and no visual or auditory appendages but yet they can still live and flourish and have been doing so for millions of years. But I don't think there's really a wrong answer to this since it's a question of opinion.

Just because they are.

Jellyfish are cool because as our oceans become more anoxic due to pollution and global warming they will rise up and rule the seas. Just as 'possums will rule the land and seagulls the air.

I found out today that they glow in a black light, and some have a distinctive four leaf clover pattern in the middle (like my avatar!)

If you take the small clear jellyfish or the ones with the clover pattern and squish them up in your hands you end up with a gooey mass of slime that glows in the dark. Cruel, but very fascinating.