A trainer gives you more flexibility within the game. Ok that sounded lame. What a trainer really does is cheat! :-) For instance, Techno's trainer will get you more money, cleanup the paths, allow all rides, win all the scenarios, etc. Personally, I use it so I can create my own parks using the Megapark scenario which you only get if you beat all the scenarios. The newest trainer will also allow you to move the entrance, add more trains to a coaster, and also change the type of train on the coaster. Check out www.danimation.com under their Affliates section for a bit more info.
-JJ