Let me share with everyone here this video from Google Webmaster Help on YouTube that I found - since I'm fond in watching videos on YouTube - that I think will help you understand the importance of a Sitemap on your site.
The video below answers the question from Land Lubber of Colorado, which is...
In addition to using Webmaster Tools to submit an XML Sitemap to Google, how important is it to also have a sitemap for users? It seems like nobody does this anymore. Is it still important in Web 2.0?
I totally agree with Matt, this is one of the things I always check on the client's website. If they have an existing Sitemap on their site. For me, I want the client's website to have a Sitemap for optimization purpose but it's just now (after watching the video) that I realized the purpose for the users.
Letting your readers able to browse, find and read more content on your site does not only help them but you also. It gives you a good bounce rate on your site which means more time on site from your visitors, and of course you've got a greater chances of converting the traffic.