The pickup adds to the tone of the guitar. They can be "hot" meaning they tend to produce a louder more ballsy signal or quieter or more mellow. I think live pickups for the most part tend to be hotter or louder and more ballsy. They also lend theirself good to metal, such as the aforementioned EMG 81(which is a humbucker). Pickups are a way to add tone to your guitar without buying a new guitar. I believe they simply transfer the sound produced by the string to the amplifier, however I am sure their a much more technical explanation. They can add versatility and range to your guitar and be alot of fun to explore, tweek and play with. I installed all my replacements myself however was told it would run me ~$40 to change just one and ~$80 to change a set of three. By doing it yourself you can learn alot more about what the guitars inards consist of and how to tweek them. Guitar tech will try to sound all smart sometimes like their gods and shake their magical wand of mysticality above the guitar to replace them. Well it can be tricky but like I said you will learn more about the instrument and have fun in the process. Explore some famous artists and see what they use(ones you like) and try out a few, thats if you feel your tone could be impoved and I think we all do.

Good luck my friend,

James