Why do some people think it’s better to buy used cars?

I am in the process of buying a vehicle (1st for me), and people have recommended buying used versus new because they say new cars depreciate (sp?). I don’t really understand the concept because wouldn’t you be getting a better deal if you bought a new one? After all, with used cars you have to worry about mechanical issues and wonder if there might be something wrong with the car. However, new cars are just off the line. I’m kind of confused now and am not sure which one to choose. Which would you recommend? New or used? I don’t really care I just want something that works and won’t break down as soon as I start driving it.