SQL Question...to sproc or not to sproc???

So how does a person know when the best time is to use a stored procedure vs a normal sql statment?  For example....I created a test database and made a stored procedure to return all the rows of my table.  Then I made a C# function that called that stored procedure and put the results into a DataTable.  Now I know I could have just done the exact same thing by setting the CommandText to the same line that the stored procedure uses.

The only reason I can think of is if I needed to pass in a parameter.  I don't think you can do that with using a regular sql statement.