Sure, there is an undeniable pleasure in rooting for a winning team and in being able to look down on opposing fans with equal measures of superiority and disdain. But that's also the Ruthian drawback in rooting for the Yankees (along with high ticket prices, overpriced concessions and crude neighbors). The true pleasure in sports comes not from simply winning but from watching a team overcome adversity to win in the end. The joy of sports is never the final destination, it's the journey. It's experiencing the highs and lows, and appreciating those highs all the more because of the awful lows. 
Jim Caple
humor, sports