Interestingly enough, this question has a very interesting answer. For Alexander was leading what could be considered the first full-time national army. In ancient history, much like middle age history, armies were often comprised of local levies, held together by kingly retinues and mercenaries. Alexanders army, created by his father Phillip, was the first army to be fully employed for the purpose of combat. To do this, Phillip and Alexander had to keep paying the soldiers, so they would be rewarded for fighting and had income to send home to assist their families. To keep such armies paid would require vast sums of money, that could be gained by conquest. In much the same way the Roman expansion was driven by the need for land to pay for their soldiers, the Macedonians expanded to pay their soldiers. There are many other reasons for the Macedonians and Greeks to follow Alexander into Persia, one being the historical grievances held by the Greeks and Macedonians. But by far the most important cause was the promise of gold, loot and glory. This worked out well for Alexander at first, especially when he captured the vast riches of the Persian Empire. However it would soon prove a burden, as one of the main reasons many of his soldiers turned against him, besides the exhaustion, was they simply wanted to return home and enjoy their riches.

For another interesting example of how important riches were to the Macedonians, one simply needs to look at the account of Eumenes of Cardia. This exceptional commander during the First and Second Diodachi Wars was betrayed by his soldiers after the Battle of Gabiene when he failed to protect his camp, and his enemy Antigonus took the riches owned by Eumenes' soldiers. So despite his victory in the battle, Eumenes' soldiers turned him over to Antigonus so they could have their property returned to them.

So to answer your question; Money. Glory and Revenge were certainly also good reasons for the army to follow Alexander, but riches was the greatest.