HERMS (Heat Exchange Recirculating Mash System) Coils are usually installed in your hot liquor tank. Re-circulation with a pump through the coil will stabilize and gently heat the wort. This in-direct heating means less chance of scorching your wort or deactivating enzymes by overheating (Which can happen when direct firing you mash). This can also allow you to perform step mashes that are not possible with a single infusion mash. Better control over your mash temperature leads to more consistent batches, often with higher efficiencies. Your wort will also tend to end up extremely clear since its being constantly recirculated.