I don't have any personal connection to any particular American city. I've never even been to America. So when I started watching baseball I had to pick a team.
I didn't want to pick a team like the Yankees for reasons similar to those expressed by Matt Damon when he was asked why he supports Leeds United at soccer. He said that when he first started watching soccer the team that seemed to be on the the tv the most was Manchester United, so he was tempted to start following them. Then someone told him that supporting Man Utd is the soccer equivalent of cheering for the Yankees. If I have to pick a team, I'm certainly not going to pick the richest and most succesful one.
I wasn't intentionally looking for the very worst team either though. I just liked the idea of Detroit. My mental image is of this big, crumbling, declining industrial city, which I find kind of attractive. Also, Detroit is the home of more great music than any other city in the world. From Soul to proto-punk (MC5, Stooges) to Detroit techno, nowhere else in the world has a musical history like it.
I cheer for the Detroit Lions as well, which can be equally depressing. Unless you are into Ice Hockey (and I'm not) Detroit's sports teams don't win a lot. I suppose the Pistons are pretty good too, but I'm not particularly interested in basketball.