Statistics/Methods of Data Collection/Experiments
Scientists try to identify cause-and-effect relationships because this kind of knowledge is especially powerful, for example, drug A cures disease B. Various methods exist for detecting cause-and-effect relationships. An experiment is a method that most clearly shows cause-and-effect because it isolates and manipulates a single variable, in order to clearly show its effect. Experiments almost always have two distinct variables: First, an independent variable (IV) is manipulated by an experimenter to exist in at least two levels (usually "none" and "some"). Then the experimenter measures the second variable, the dependent variable (DV).
A simple example:
Suppose the experimental hypothesis that concerns the scientist is that reading a Wiki will enhance knowledge. Notice that the hypothesis is really an attempt to state a causal relationship like, "if you read a Wiki, then you will have enhanced knowledge." The antecedent condition (reading a Wiki) causes the consequent condition (enhanced knowledge). Antecedent conditions are always IVs and consequent conditions are always DVs in experiments. So the experimenter would produce two levels of Wiki reading (none and some, for example) and record knowledge. If the subjects who got no Wiki exposure had less knowledge than those who were exposed to Wikis, it follows that the difference is caused by the IV.
So, the reason scientists utilize experiments is that it is the only way to determine causal relationships between variables. Experiments tend to be artificial because they try to make both groups identical with the single exception of the levels of the independent variable.