In addition to church buildings where anyone can attend services on Sundays, we have temples. These are more significant than regular church buildings. To watch a brief video called "Why Mormons Build Temples", please click on the following link: http://www.youtube.com/watch?v=-x_-TQivCx8
"The House of the Lord, Holiness to the Lord" is an inscription on all 130+ temples worldwide. This is where we worship and serve the Lord Jesus Christ. The usage of temples is found throughout the Bible.
In short, the temple brings families together. For example, I got married to my wonderful wife in the Seattle temple (see picture above). Thanks to our temple marriage, we are able to remain happily married even after death. As long as my wife and I are faithful to the gospel of Jesus Christ, this great blessing can be a reality for us. For a Biblical example of Peter having the power to perform eternal marriage (and other sacred ordinances), please read Matthew 16:19.
We know from the scriptures that certain ordinances are necessary to return to live in Heaven. What happens to those who die before learning about the gospel of Jesus Christ? Is there just no hope for them? Thanks to temples, there is hope! Simply put, sacred ordinances (like proper baptism) can be done on behalf of those who were unable to receive those while living. This is called proxy work. God is merciful, and is providing a way for all of His children to learn of His gospel and receive the needed ordinances. Of course, we all have our agency (or ability) to choose whether to accept or reject the gospel of Jesus Christ.
Since the temple is so sacred and highly regarded, not everyone can go in. To enter the house of the Lord, people must live by high standards to enter (i.e. honesty, etc.). There are even some members of the church who are not able to enter. Help is available for those who want to repent (change from their sinful ways), and enter the temple. With that said, we want as many people as possible to be eligible to enter, so that the blessings from temple attendance can benefit more and more people.