This can take the form of free content, frequent improvements, or even just maintaining an open dialog with your players.
Though it's in the context of microtransactions and DRM, I really like this quote from Daniel James:
Money can't buy you love, but love can bring you money. In software the only sustainable way to earn money is by first creating love, and then hoping that some folks want to demonstrate that love with their dollars.
The cheddary 'Free to Play' is not just a cheesy marketing slogan, but a shift in assumptions; it costs approaching nothing to give away some bits, or let people play Puzzle Pirates for free. Every player, free or paid, adds value to the community and excitement for other players. Free players are the content, context and society that encourages a small fraction of the audience to willingly pay more than enough to subsidize the rest.
Players want to help make the game funI think the number one reason to provide support and content to your players is the fact that they spend so much time generating (or serving as) free content for you.
Players provide the kind of hilarious and challenging and devious behavior you'd never think to design into your game, or get away with if you tried.
Even in games that don't have significant online multiplayer, your playerbase can serve to supplement and provide context to each other's experiences.
If you give your players enough flexibility, they may use your game for things you never intended. They're not playing it wrong. Give these players tools and co-opt them into your community.
Treating players well is the best marketingAs much as companies would like to think that large marketing campaigns are all you need to sell a game, they're basically only useful until the day your game ships. After that, word of mouth is much more powerful.
Your players know who exactly among their friends are people who will like your game, which makes a happy player the best way to get more happy players. On the other hand, one gamer with a lot of friends and a sour experience will make sure nobody they know buys your game.
Valve sees a bump in sales every time they give away free content, which is partially due to the large amount of positive press this generates.