Parshat Chukat speaks about the Para Aduma, the Red Heifer used in the times of the Holy Temple. The ashes of the Red Heifer represented the ultimate paradox - the ashes purified someone who was impure, but the ashes had the exact opposite effect as well: If someone was ritually pure, the ashes would make him impure.
King Solomon said that he was able to understand the logic behind all the Torah's commands - except for this one. So from here Solomon deduced: While we can try to understand the reasons for the mitzvot, the bottom line is we do them "because God said so."
If that's true, we might ask, why do so many of the mitzvot have an observable benefit - for instance, the weekly recharge that Shabbat provides, or the lessons of discipline we gain from keeping kosher?
Actually, we could ask the same question about our physical health: For example, it is understandable that our bodies require Vitamin C, but why did God put Vitamin C into delicious oranges? Why didn't God simply make Vitamin C pills, or put all the essential vitamins into something bland like oatmeal?!
The answer is that God created us with a drive for meaning and satisfaction. So while Vitamin C is an essential requirement, God wanted to give it to us in the most pleasurable form possible. The orange flavor is a great reason to eat oranges - but not the real reason!
So too with our spiritual health: Although we enjoy the practical benefits of mitzvot, the real reason we observe them is "because God said so." In doing so this raises our relationship with God to a much higher level of love and commitment. And ultimately, that is the best reason there could be.