That only works if you don't have much state to remember.
Recursion starts getting fun when there's significant
state, for instance, when you are doing divide-and-conquer,
a very common technique to solve problems. (Basically, it
means: divide the data set into 2 or more smaller sets.
Solve the problem for the smaller sets, then combine the
answers). Sorting can be done that way (quicksort, mergesort),
enumerating range queries on trees typically work this way,
building convex hulls, etc, etc.
You can of course use iterative versions of the recursive
algoritms. But you'll notice that for any non-trivial
algorithm, you'll need a stack to remember your state.
Abigail