Fatter tires help protect the rims from damage from potholes and rough roads and make for a smoother ride. They may roll a tad slower, but you could put skinnies on for a fast weekend ride.
Fat tires also usually have thicker rubber on the outside, which means it's less likely that riding on a bit of gravel, wire, or glass will put a hole in your tire. I found out firsthand that gravel is capable of ripping a chunk out of a lightweight tire's casing (puncturing the tube and ruining the tire) after going right through the rubber.