I'll admit I haven't really looked into it as much as many, but from what I've read it's actually more spiritual than just wanting to turn things into gold. I can't speak for alchemists today, but apparently in the past gold was viewed as a 'perfect element' because the metal was so enduring, and alchemists sought to help nature along by turning things into gold.
EDIT: Here's a section of an article from
Wikipedia that explains it better than I did.
"But, as stated by many Alchemists, the real goal is not something practical or directly usable, but is basically the study of everything as a form of meditation, like a method to discover himself; for this reason, many alchemy manuals describe the "Philosopher's Stone" as a gift that every man have into himself, the "Trasmutation" as the process that trasform the alchemist by studying sciences, and the "Universal Panacea" as the true meaning of love and science. So, when reading an alchemist book, the reader must do an abstraction work to read "over" the words to figure the "way" to follow."