Finishing last in baseball results in the following:
Picking first in the June amateur draft
Being awarded a bigger draft budget for the first 10 rounds (which not only gives you a shot at the top player, but also the ability to shift more money around to impact the following rounds)
Being awarded a bigger international free agent budget
Picking first in the Rule 5 Draft
Having the top waiver claim position for the entire winter (when waivers are not league-dependent) and through the first month of the following season