The most notable characteristic of the sai is the two protruding pieces of metal coming off the sides of the weapon. Without them you'd have little more than a metal pole, but with them you have an intriguing weapon that captures people's imaginations.

What are those side pieces all about? What should we even call them?

I've heard them referred to as prongs, tines, guards, tsuba, and a host of other things. My preferred descriptor is yoku or yoko, which basically just means "side". Take a look at this graphic of the important parts of any sai:

If you encounter a sai with one yoko facing upward and one downward that is referred to as a manji sai.

So now that we know what to call it, why bother having the yoko there at all?

They are actually a very critical part of the functionality of this weapon. As opposed to straight attacking or blocking, the sai can be used for clever trapping as well.

When a weapon such as a bo is deflected by the monouchi of the sai, the bo can slide down into the well formed by the curvature of the yoko. By using a twisting of the wrist a practitioner can then adeptly lock the bo into place, negating it's length advantage and maneuverability. The practitioner can then step in using his/her other sai (they are generally used in pairs) to incapacitate the opponent.

This was a particularly useful ability for the Okinawans in charge of policing the populace. The needed to hold, restrain, and deter individuals without killing them right away. The yoko could be used to ensnare weapons, clothing, or even body parts to induce compliance.

Without the yoko, it would also be much more difficult to switch the weapon back and forth between defensive (covering the arm) and offensive (monouchi facing outward) postures. The yoko allows for quick transitions even in the middle of spirited combat.

The tsume, or tine tip, is also a very effective weapon. When used to compress soft parts of the opponent's body (think throat, inner thigh, etc) it can cause significant pain; and when locked into the body using the stability of the monouchi, you have a fantastic way to keep perpetrators under control (or worse).