Is there any reason to choose anything but a queen when your pawn reaches the opposite side. I'm not sure if some1's coverd this yet but seriously, I always choose queen. Why anything else?

There are occasions where a promotion to a Knight delivers mate

I have an example where you have to pick a rook because otherwise the other player is able to force a draw. I think an alike situation might be possible with having to choose a bishop, even though I have not seen an example of that.

There is also situations were picking a knight is beneficial. Either to again avoid a draw, because there is an immediate check/fork or because you just really like knights.

In short, it is rare but there definitely are instances were a queen is *not* the best choice :).

Also, sometimes promotion to a queen would be stalemate, so promoting to a different piece is necessary.

http://www.chessgames.com/perl/chessgame?gid=1098358

Here is an excellent example.

That's all true but the main reason for underpromotion i see, is attitude.
Not in a bad way, but either winning with a rook or with a queen. It doesn't really matter.
Probably is there is such an underpromotion, resignation would have been the best option a while ago. The rest of the game isn't that exciting anymore so I'd say.
It's mostly messing around.

In 99% I choose the queen, It's also the fastest piece to get a mate with (in most situations).

Here is an excellent example from a game between two internet players. One of the top players on this site may remember this one... he was involved (and while losing the game, he actually pointed the forced mate out to his opponent).