Usually I would post a link, but I think this (in the spirit of Steven's post) is also another good article in the same vein.
From
http://www.dpmms.cam.ac.uk/~wtg10/vspaces.html
Why study finite-dimensional vector spaces in the abstract if they are all isomorphic to Rn?
Here are several (closely related) reasons.
* Thinking of a vector space as Rn encourages us to think of an individual vector as a string of numbers. It is often more illuminating, however, to think of a vector geometrically - as something like a magnitude and a direction. This is true particularly with vectors that come from physics.
* To turn such a vector into a string of numbers one must first choose a coordinate system, and very often there is no choice that is obviously best. In such circumstances, choosing coordinates is necessarily `unnatural' and `non-canonical', and therefore offensive to the delicate aesthetic sensibilities of the pure mathematician.
* There are many important examples throughout mathematics of infinite-dimensional vector spaces. If one has understood finite-dimensional spaces in a coordinate-free way, then the relevant part of the theory carries over easily. If one has not, then it doesn't.
* There is often a considerable notational advantage in the coordinate-free approach. For example, it is a lot easier to write (and read) v than (v1,v2,...,vn). To give another example, a simple looking equation like Av=b can turn out to stand for a system of m equations in n unknowns.
Let me give two examples of vector spaces that illustrate some of the above points. First, the set of all continuous functions defined on the closed interval [0,1] can be made into a vector space in a very natural way. This vector space is infinite-dimensional (which simply means not finite-dimensional). If you do not immediately know how to prove this then it is a good exercise.
Of more relevance to the question that heads this page is the following finite-dimensional vector space V. Start with the space R3 and let V be the subspace consisting of all vectors (x1,x2,x3) such that x1+x2+x3=0. This subspace is two-dimensional, but there is no single basis that stands out as being the most natural. This example can of course be generalized to subspaces of Rn defined by simultaneous equations.