I'm an avid lover of music. I think what makes really good music are the dynamics of a song. When the music builds or falls along with the content of the lyrics, it just feels right. Most any good melody somehow ends on the root note of whatever key of the song is. Everything up until the root hits is the anticipation of that resolution. Sometimes we know what note is supposed to come next, even if we've never heard the song. Think of all the dynamics in "Bohemian Rhapsody" by Queen. There are the varying types of music, there is the loudness and softness, the fastness and slowness. It all weaves together into an experience that leaves you feeling satisfied.
Likewise, every movie that keeps you on the edge of your seat has some sort of tension that needs to be resolved. The greater the tension, the more satisfactory the conclusion. Or at least, the more potential for satisfaction the conclusion will have available.
I have found that creating tension in the progression of a sermon works just as well. If you have a really good story that illustrates your main point, rather than tell it all at one point, try splitting it in half. Tell enough of it to let them get attached to what is going on, but don't give them "the rest of the story" until you've finished working through the other material. Even better, don't tell them there is any more to the story. It is difficult to restrain yourself from giving away the rest, but if you can hold on to it, it will pay off.
I did this several weeks ago, and was amazed how effective it was. Long story short: when I was teaching at Harding, I had a student who was a new Christian, and wanted to study the Bible with his dad. He was short on cash, so I helped him purchase a Bible for his dad, shortly before we moved to Tennessee. About two years later, I got a Facebook message from this student, telling me that he had just baptized his father, having studied with him using the Bible I helped him purchase. It was an experience that I wouldn't trade for anything in the world, and I am still moved to tears thinking about it.
The way I used this was to tell the story up until the part where I bought him the Bible and we moved away. I talked about my regret in having to move, but my trust that God would continue to work in that situation, even if I couldn't be physically there any more. After I was done making my other points, at the very end of the sermon, I said, "Do you remember the student I told you about? I got a message from him I want to let you hear..."
What was cool was how so many people came up to me and said, "I just KNEW there was more to that story!" That tells me that it kept them plugged in, but it also told me what a terrible blunder it would have been to create the tension without giving them the resolution.
If used properly, I think sermons that utilize tension and release can provide extremely engaging experiences for the listeners.