There have been some pretty definitive statistical studies that show that your lineup doesn't appreciably affect your runs scored per game no matter how you fill it out, given that you're using the same names to fill it and they put out the exact same production. On a day-to-day basis it matters a lot; I'll bet every one of us can think of three or four examples this year in which the lineup made the difference. But over the course of a year the random element built in to baseball (played out by things like texas leaguers going for doubles and frozen ropes caught by an outfielder without moving an inch) evens it out. Over 162 games, the lineup could possibly get the club three extra wins. So it matters, but not nearly as much as it would seem it does.
So, from a practical standpoint, what difference does the lineup make? Why does it matter?
1) It increases plate appearances (by about 18 per place in the lineup; the #3 hitter, in other words, would get 36 more plate appearances than the #5 hitter). Over 162 games, the difference between Derrek Lee hitting 6 or 3 is about 50 at-bats of Sammy or Alou that could go to a hitter who's putting up an OBP of .375 instead of .335 or .345. Not a big deal.
2) It guarantees that the leadoff man will lead off once and the 2 & 3 hitters hit immediately behind him in the first inning. This is an obvious statement, but it is the only time in the game that you KNOW certain spots in the lineup will hit. After that, the leadoff hitter may never hit leadoff again, the #4 hitter may not see bases loaded the whole game, and so on. So it's worth mentioning.
3) It psychologically affects the players in the lineup. To misquote Crash Davis, "if you think you're winning because you're getting laid, then you are." Baseball players are a superstitious lot. Ryne Sandberg hated hitting in the 3 spot but loved hitting second, so even though Grace would have been a perfect #2 hitter, he hit third for many years. If you need to teach a guy to take a pitch and he thinks he needs to be more patient in the 1 or 2 hole, then it might do him good to hit there.
4) It breaks up the righties and lefties, which does affect how the opposing manager uses his bullpen.
So the real reasons are #3 and #4.
The only thing I'd like to see given #4 is Walker playing every day.
As for #3, Dusty knows what he's doing much more than I do, and even if he doesn't, it doesn't seem to matter much.