Vader stuck with Palpatine because, in part of craving power, Palpatine is the only one he has left. He is his father figure, and he has already destroyed everything else he loved.
Originally Posted by rccar328
Though you'd think that being in a mechanical suit would've been an advantage - super strength, no pain, and he should've been able to move super fast, too.
He was in constant pain. And the suit wasn't an advantage, it was a disadvantage. It was really only designed to keep him alive, not to make him a superman. Part of the reason why Grievous was invented was to show that cybernetics were far from perfect, thus showing that what happened to Vader was not an improvement, and to show that Vader became less than what he originally might have been.
Thus Palpatine's desire to replace him with Luke.