If you work in an IDE like NetBeans, or Eclipse with m2eclipse, you'll be used to having the sources and JavaDoc of Maven artifacts downloaded automatically. This usually works well.
Sometimes you want the sources for things that aren't direct dependencies though. I most often run into this when debugging an issue takes me into the guts of an application server. For example, when debugging yet another annoying Mojarra issue on JBoss AS 7.1 I needed sources for several unrelated chunks of the server. I didn't particularly want to build the server from scratch; I was interested in behavior on a release build. So I just asked Maven to download the dependency sources and JavaDoc for me:
$ mvn dependency:resolve -Dclassifier=javadoc $ mvn dependency:sources
Of course, this'll only help you if library packagers have bothered to bundle the sources and JavaDoc of their library with their binary artifacts. This should be mandatory for upload into Central, but unfortunately isn't enforced or even strongly encouraged so artifacts are often missing sources. Maven can't (yet) use the SCM info to check them out for you, so you're stuck dealing with this mess yourself.
With the increasing profusion of complex dependencies in use in apps, we really need to make it mandatory to publish sources and JavaDoc to central alongside any binary artifacts for packages with open source licenses.