As a student of the physical sciences, the importance of experimentation for determining the true principles behind many natural phenomena is impressed upon me on a near daily basis. However, I am becoming increasingly convinced that carefully designed experiments are even more important for the social sciences.
Within the the social sciences, there are (to my untrained eye at least) few theories to predict the behavior of individuals or groups. Furthermore, their behavior is often influenced greatly by the interests of other groups. For example, McDougall's Born to Run contains a chapter about the drastic increase in foot and knee injuries that occurred following the development of the athletic shoe in the 1970's. Despite an enormous amount of evidence that running shoes are the cause of many running-related injuries, companies such as Nike create a "false truth" for the public: the more cushioned a running shoe is (and the more expensive), the better it is for your feet and knees. Though this is a misconception perpetrated by a company in the field of sports medicine, the idea can be carried over quite easily to the social sciences (see Levitt's Freakanomics). Thus, common wisdom in the social sciences can be attributed to a lack of predictive power and conflicting interests.
The importance of these fields to society is enormous when compared to the physical sciences. After all, if the common wisdom is wrong in the physical sciences, the general public is likely to be affected by not having a new iPod or smart phone until the misconception is discovered and the science is applied to new technologies. However, if misconceptions exist in the social sciences, large groups of people could go without health care, school curricula could be poorly engineered by state governments (New Math, anyone?), and governments could be buried by incredible deficits.
Thus, carefully designed and controlled experiments in the social sciences, and really any science, are important for everyone. Without them, the truth might remain buried in speculation and deception.