I'll throw in my two cents here...
I say that it is easier to gain insight about a problem from an analytical solution than from a numeric solution. When talking of simple, one-dimensional integrals, the reasons are not so apparent; you can, after all, plot a graph of the solution either way. However, my recent course on Jackson's electrodynamics makes a good example of the value of analytical solutions, because vector fields and potentials in 3-dimensional space are not so easy to visualize (and even harder in higher-dimensional spaces!).
The best example I remember from the class is the problem of a (positive) point charge in the region exterior to a (positively) charged, conducting sphere. What does the field look like? What is the behavior of the system when the point charge is in the regions A) very close to the surface of the sphere, B) near the sphere, but not extremely close, C) far away from the sphere, and D) in the limit at infinity?
With a numerical solution, the best you can do is plot values and draw a picture. If you know the right plots to make, you might learn something. But making the right plots takes a bit of guesswork. You can gain a much more general understanding by deriving the analytical formula and taking the appropriate limits. You would discover:
A) Very near the sphere, the point charge is actually attracted (despite being of the same sign), as though the sphere were an infinite, uncharged conducting plane. That is, the force felt is toward the sphere, and constant w.r.t. \alpha, where \alpha is a small compared to R, the radius of the sphere.
B) Just outside the attractive region, the point charge and the sphere repel with a force that goes as the inverse cube of the distance between them.
C) Farther away, the usual inverse square repulsion is felt.
D) At infinity, the force goes to zero.
These are all easy to derive with the formula. How would you get them with a numerical solution?
Good luck with A. You would probably find that there is a region of attractive force, but unless you guessed correctly to plot things in terms of \alpha, you would miss the valuable insight that any conducting surface "looks like" an infinite plane up close.
B would also throw you for a loop. How would you find the region of inverse-cube variation, except by choosing to do power law fitting on that portion of the graph? Certainly that's a waste of computer resources, when a few minutes on paper can get an exact solution.
C you could probably guess, if you know anything about electrostatics.
And for D, finding the limits at infinity are always tricky with numerical solutions. You can graph something that looks like it should go to zero at infinity. But you can't prove it goes to zero at infinity unless you use a formula and take limits.Overall, I would say the ability to take limits is the primary advantage of analytic solutions. It allows you to derive definite trends in the solution, valid in different regions, and you can get a lot of insight on the problem without actually having to calculate anything. Also, being able to see how the mathematics works, symbolically, is what allows you to make connections between different bodies of mathematics, and extend theories in a universal, logical way.
For example, how could you use numerical solutions to demonstrate the equivalence of Newtonian and Lagrangian mechanics? You could write some programs to implement each, and you would find that they gave the same numerical answers, but you could never prove, deductively, that they are the same; all you would have is empirical evidence from your programs. This is no way to conduct a logical proof. The same goes for demonstrating the equivalence of Schrodinger's, Heisenberg's, and the path integral formulations of quantum mechanics.
Not to mention the fact that in order to have numerical methods in the first place, someone has to write the code for them, and that person has to have an understanding of the underlying mathematics in order to implement it correctly and efficiently. These things don't just spring into being, fully-formed. And how could the numerical programs be checked for correctness? By comparing them to known analytical solutions, of course!If all you wish to do is engineering, then for the most part you can get away with numerical solutions. All you really need are correct answers. But if you want to do anything more theoretical, or get an understanding of the problem without having to look up tables of results, then there is value in learning how to do things analytically.