are numbered in order for golfers to be able to distinguish between their ball from other balls of the same brand. You can imagine how many golf balls could be lost in the woods; numbering them helps to find the ball that you hit and not the balls of the other six people that thought they were good enough to smack a four dollar Titleist Pro V1 around the course.
This being said, it is common practice to create distinguishing marks on your ball at the tee box with a permanent marker. I always thought that this was so that it wouldn't be so easy for your buddy to drop the next ball from the sleeve of balls he has (which all have the same number), claiming he miraculously "found" his ball sitting up nicely in the semi-rough just over the hill in front of you. Although there are obvious ways around this, so maybe its just to display some creative artwork skills before the round.