For buying this single you get not 1 but 2 non-album songs, Happiest Girl and Sea of Sin which are both great. Coupled with Dangerous off the Personal Jesus single I think you have the top 3 DM non-album tracks ever made. Plus, World In My Eyes is a great song and the remixes are pretty cool as well, specially the Oil Tankers Mix.
One cool thing is how you can kind of see the evolutionary process of the songs as they were written. Happiest Girl is a distinctly different song than World in My Eyes, but their bassline/beat is extremely similar. It seems both songs were actually 1 song in the early stages, and then as Martin Gore developed this one peice of music it split into 2 different entities. It's not often that you can get such a revealing view into the song writing process just by listening to the finished products.
Anyway, this single has 3 great songs, 2 of which you won't find on the album, plus a couple cool remixes of the first song. Together with the Personal Jesus and Enjoy the Silence singles, you get 5 extra songs that weren't on the album, plus a handfull of cool remixes of the title songs. If you're at all interested in DM's non album "B-sides" this is the place to start.