Having a sitemap is a very useful thing when it comes to search engines. A sitemap allows a search engine to easily find all of your pages, especially when certain things (like flash based menus) are involved. They also allow you to immediately inform search engines of your updated content. I highly recommend using one if your page gets beyond a few pages.
They allow you to see your navigation how a search engine does, and make sure you are getting all of your pages indexed. Sitemaps are supported by all of the major search engines, and are free and easy to make. For a free web based tool I suggest XML Sitemap Generator. It allows you to build your sitemap online for free and upload it to your web site.
Sometimes a web site is too large (or changes too often) to manually change these sitemaps. For these sites the Standalone Sitemap Generator is a perfect tool. It's a bit harder to setup, but it can generate sitemaps as often as you want. It runs $19.99 per server. If you manage multiple web sites like I do, the time saving of having your sitemaps generated every day automatically is worth far moee than that in saving time. If you would like more information or assistance feel free to comment here or contact me at sales@cr-sg.com. Pura vida!