Why would a Republican bother running in the 2nd Congressional District, regarded as one of the most liberal or "Bluest" in the Country (or a Dem in a Red District)?
First you need to understand how easy it is to run. For $1,700 you can file (deadline February 2012), or you can do it for free if you collect 3,000 signatures starting Dec. 11 of this year (info at: ). That means that your name will be on ballots that go to voters in a district of some 800,000 people.
Most folks who bother to run in a district where they do no reasonable expectation of winning do so in order to have a platform to put forth their ideological perspective (e.g. limited government, less taxes), from a pretty large soap box, including televised debates as well ones in local communities in the district. That will influence the other candidates and sometimes move them to the right (or to the left).
If you were thinking of running for local office (school board, city council, Board of Supervisors, etc.), having been on a district wide stage running for the United States Congress gives you name recognitions and builds credibility, especially for someone whose not yet held political office.
Then there are businessmen like Insurance or stock brokers who feel the name recognition will help them in their private practice. These are a few reasons one might bother to run for Congress, when not expecting to win.