When I was trained for OC spray and for the Taser, I asked that very same question. "I don't get shot with my gun, why do I have to get sprayed or Tasered?" Of course, that was what we all said because we simply didn't want to get the bad end of the stick.
Many people don't know that when a Taser is fired (and yes, the cartridges are expensive, around $50 each), hundreds of tiny confetti come out the blast doors and each piece is serial numbered to the cartridge.
We don't have a general order that the Taser wires or leads or prongs have to be saved.
As part of our training, we were shown numerous videos of cops getting Tasered. The first one said, "F%#*!!!!!!!!!!!!" Then all the others said the same thing when they were tasered.
Then we watched this video:
Bull Gets Owned By Taser - LiveVideo.com
We told to make note of how well the bull was incapacited. And we were told to watch how quickly the bull recovered. And we were told to watch how angry and capable the bull was after he recovered!
I noted that when Tasered, the bull said, "F%#*!!!!!!!!!!!!" in bull speak!
The newest Taser, the X3, is capable of firing three separate cartridges (incapacitating up to three separate subjects, or firing a follow up shot after a prior miss). It's also capable of showing a warning arc and drive stunning (contact) with cartridges in place.