There are tons of files that are created one-off and then sent by e-mail or attached to database systems. These files are usually exports (pdfs, screenshots, lower res images) from the actual working document that needs to be accessible by other people. IMO the desktop is the perfect place for that junk - it's easily accessible from any program, the files are not needed anymore after a short while, yet they keep staring me in the face so I won't forget to delete them at some point.

Also, it's kind of a neat ritual to scan through and delete all your desktop stuff right before starting a new project.