A great analogy for side-effects in your programs from Simon Peyton-Jones:
In the end any program must manipulate state. A program that has no side-effects whatsoever is is a kind of black box, right? You press go, and it runs, and all you can tell is the box got hotter.
Check out the video of his talk on Haskell at OSCON 2007 for this and many other gems.
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