The answer to this can be found in Matthew 13: 10-16. Basically, Jesus says that he teaches in parables because the bulk of the people to whom he is speaking is either not smart enough or not receptive enough to understand what he is saying if he does not use parables.
Jesus tells his disciples that they understand the kingdom of heaven, but the mass of the people do not. The mass of the people are described in this way:
...this people’s heart has become calloused;
they hardly hear with their ears,
and they have closed their eyes.
This implies that some of the people do not have enough understanding and others simply don't want to hear because their hearts are "calloused."
To get through to these types of people, then, Jesus uses parables. He uses them because they are easy to understand. He also uses them for the same reason that teachers sometimes use games to illustrate points--because it is a different and more entertaining way of getting a point across. Jesus thinks that he might be able to get through to the people who are "calloused" by talking in parables and making them think about what the real meaning is.