Our toes do two very important things for us. Firstly, the toes, especially the big toe, help us balance. To test this, try standing on one foot with none of your toes touching the ground. After a while, relax your toes and let them touch the ground again. I'll bet balancing on one foot is a lot easier using your toes!
The second thing toes do for us is to help propel us forward while we are walking or running. The toes give that last little push off. (If you've ever walked in ski boots you know how difficult it is to go very fast when your toes can't bend at the end of your step. If you want you can try this one out too by strapping some short but stiff boards onto the bottom of your feet and trying to walk around.) In animals that climb trees, the toes are very important for grabbing and for hanging on. (Claws help too of course!) A random fact: the 14 bones of the toes are among the smallest in the human body!

Well, when evolutionary ecologists want to answer a question like that, we start by looking for patterns, like: who has toes and who doesn't?If we look at mammals (animals that give milk to their young and have hair), the only ones I can think of that don't have toes are marine mammals like dolphins and whales. This means that it would be odd NOT to have toes unless there were a really good reason to lose them over evolutionary time. Marine mammals don't even have legs except for tiny leg bones deep inside their bodies. Clearly, having a tail as a water propeller works better than kicking with legs.

Our toes don't cause us any problems, so we wouldn't expect to lose them, but are they important to us? Most primates (such as monkeys and chimps) use their toes to grab trees. Obviously, ours aren't good for that. Do they help us walk, run, and jump? I think they help to stabilize us and help us push off the ground, but judge for yourself.

The branch of science that looks at questions like that is called "biomechanics". These scientists look at movies and computer animations to study how we move and related issues, like "What's the best way to throw a ball?" For a computer animation of a runners, gymnasts, etc., go to http://www.cc.gatech.edu/gvu/animation/ . (You can "cut and paste" the address.) Another simulation of walking can be found at http://www-personal.engin.umich.edu/~artkuo/Passive_Walk/passive_walking.html.
Just click on the picture. How do the toes fit in?
NASA has some really cool visuals of the human body, but if you're easily grossed out by bones and such, don't go there:
http://biocomp.arc.nasa.gov/home.html

Actually, I can't aswer the question "why" in this context -- however, I can possibly shed some light on the related question: "Of what use are toes?"

Given that we didn't evolve in shoes -- much of this discussion should talk about toes in bare feet. Even without this proviso,much of the support of the body during walking is in the toes, about 75 percent on the two largest toes and the ball of the foot. If you don't believe this, try walking with your toes raised as high as possible... Further, toes on the end of the foot add considerable length to the power stride of a runner or running man. Men are not fast runners -- however, they can run for very long periods of time -- only dogs have a comparable range. There are still several tribes of men which hunt fleet antelope by simply running them to exhaustion. In a distance stride, most of the impact is on the ball of the foot -- but the toes provide a longer stride for the long muscles in the legs.
A second use of toes is balance-- we are specially adapted to walking on two legs and toes provide a way to maintain balance on very uneven terrain. If you have ever ice skated -- especially figure skated, you will have suffered from toe cramps - caused by the toes trying to right a tilted skate with insufficient purchase. However, in a good figure skater, the toe muscles are so developed, they can skate well and do many tricks with the laces very loose-- just on the balance provided by their toes.