An alliance can benefit you in many ways.  Alliance members can transport resources to each other using porters or armored transports.  They can also send troops to help defend your walls against your enemies.  You can also talk with alliance members in your alliance chat, and share knowlegde between each other.  The larger your alliance the more you can work together to defend and help each other, and it may even scare away some of your enemies.

By creating or joining an alliance for the first time, you will receive a charted warp device as a reward from a quest.

After the v3.1 update, you can now request aid in the form of Resources or Reinforcements via the Alliance interface.