Keith's hypothesis, and the above link, explain some of the wider aspects (in some detail) rather well. I would add that another advantage of the heads-down attitude also allows an "up-and-away" separation of the boosters, keeping them clear of the Shuttle's wings.
If I might summarise the answer to Dean's original question, concerning the roll-program . . . . .
The millions of tons of concrete and steel which make up the 2 launch pads had to be fixed in one place for obvious practical reasons. Therefore, whilst on the pad, the Shuttle can only ever face in one unalterable direction.
The vector which the spacecraft has to fly in order to attain the correct orbit varies considerably according to the actual mission. One of the most important factors is the
inclination of the intended orbit. This is the angle between the plane of orbit and Earth's equator. This cannot be easily altered once the craft is "up there".
As soon as the stack has cleared the tower, it has to roll in order to point it in the desired direction for its intended orbit. This is done quickly to minimise fuel and maximise use of the aerodynamic surfaces while at low speed. Thereafter she holds a steady course (relative to the equator) all the way to initial orbit, some 8 minutes later.
Hope that clarifies it, Dean.
Practical stuff: Most of the current Shuttle launches are to the Space Station which orbits at an inclination of 51.6º. The Shuttle launches when the extended ground track of the Station passes through the launch site, hence the very short launch window for these flights (5 mins±). So, after clearing the tower, the Shuttle will roll on to a "heading" of 51.6º in order to match it.
Happily (for some!) this means that around 20 mins after launch she must pass over southern UK (Lat 51º). In favourable conditions, just after sunset or just before sunrise, you can actually watch the Shuttle and its separated tank passing overhead, like a couple of fast moving stars. This is even more enjoyable if you have just watched the launch on TV.
CNN and Sky News usually cover the final moments of launch but you can find a suitable NASA TV streaming video to watch on your PC from
here . If you have Broadband and WM, I recommend
this site to save in your bookmarks/favourites. NTV broadcasts throughout each mission and covers all major events. Fascinating stuff if you are interested in the Space Program.
Those looking for fairly detailed technical info on the Shuttle should look
here. For up-to-date info on upcoming missions, etc, I recommend
Space.com, plus of course NASA's own site at
http://spaceflight.nasa.gov/. There are many more!
I hope this proves interesting to some of you.
(Edit to update links)