A bunch of people have given good analogies for what electricity is, but not why it gets used up.

Electricity is the flow of free electrons from one atom to the next, along the path of a circuit. The direction of the flow comes from the potential difference.

Let's use a simple circuit, like a small torch. It has a regular AA battery, a bulb and a switch, all connected to each other to make a loop. When the switch is turned on, the circuit is formed, and electricity flows from the battery to the bulb to light it. When the switch is turned off, the loop is broken and the electricity stops flowing. The battery has also lost some charge.

Why the electricity flows is due to the potential difference in the battery. In the AA battery are two separate sections, one that contains a lot of free electrons, and another that doesn't. When a circuit if formed, the electrons want to balance out, so the 'extra' free electrons flow from the part of of the battery that has the most, along the rest of the circuit, powering the bulb on the way, then into the section of the battery than has less free elections.

This will continue for as long as one part of the battery has more free elections than the other. Once both parts of the battery have the same amount, the battery will be 'dead' and will no longer power the bulb.

Mains power is a constant flow of electrons, and will provide power for as long as the generator process is working.