Advantages of stateless programming?
I've recently been learning about functional programming (specifically Haskell, but I've gone through tutorials on Lisp and Erlang as well). While I found the concepts very enlightening, I still don't see the practical side of the "no side effects" concept. What are the practical advantages of it? I'm trying to think in the functional mindset, but there are some situations that just seem overly complex without the ability to save state in an easy way (I don't consider Haskell's monads 'easy').
Is it worth continuing to learn Haskell (or another purely functional language) in-depth? Is functional or stateless programming actually more productive than procedural? Is it likely that I will continue to use Haskell or another functional language later, or should I learn it only for the understanding?
I care less about performance than productivity. So I'm mainly asking if I will be more productive in a functional language than a procedural/object-oriented/whatever.
Read Functional Programming in a Nutshell.
There are lots of advantages to stateless programming, not least of which is dramatically multithreaded and concurrent code. To put it bluntly, mutable state is enemy of multithreaded code. If values are immutable by default, programmers don't need to worry about one thread mutating the value of shared state between two threads, so it eliminates a whole class of multithreading bugs related to race conditions. Since there are no race conditions, there's no reason to use locks either, so immutability eliminates another whole class of bugs related to deadlocks as well.
That's the big reason why functional programming matters, and probably the best one for jumping on the functional programming train. There are also lots of other benefits, including simplified debugging (ie functions are pure and do not mutate state in other parts of an application), more terse and expressive code, less boilerplate code compared to languages which are heavily dependent on design patterns, and the compiler can more aggressively optimize your code.
The more pieces of your program are stateless, the more ways there are to put pieces together without having anything break . The power of the stateless paradigm lies not in statelessness (or purity) per se, but the ability it gives you to write powerful, reusable functions and combine them.
You can find a good tutorial with lots of examples in John Hughes's paper Why Functional Programming Matters (PDF).
You will be gobs more productive, especially if you pick a functional language that also has algebraic data types and pattern matching (Caml, SML, Haskell).
Many of the other answers have focused on the performance (parallelism) side of functional programming, which I believe is very important. However, you did specifically ask about productivity, as in, can you program the same thing faster in a functional paradigm than in an imperative paradigm.
I actually find (from personal experience) that programming in F# matches the way I think better, and so it's easier. I think that's the biggest difference. I've programmed in both F# and C#, and there's a lot less "fighting the language" in F#, which I love. You don't have to think about the details in F#. Here's a few examples of what I've found I really enjoy.
For example, even though F# is statically typed (all types are resolved at compile time), the type inference figures out what types you have, so you don't have to say it. And if it can't figure it out, it automatically makes your function/class/whatever generic. So you never have to write any generic whatever, it's all automatic. I find that means I'm spending more time thinking about the problem and less how to implement it. In fact, whenever I come back to C#, I find I really miss this type inference, you never realise how distracting it is until you don't need to do it anymore.
Also in F#, instead of writing loops, you call functions. It's a subtle change, but significant, because you don't have to think about the loop construct anymore. For example, here's a piece of code which would go through and match something (I can't remember what, it's from a project Euler puzzle):
let matchingFactors =
factors
|> Seq.filter (fun x -> largestPalindrome % x = 0)
|> Seq.map (fun x -> (x, largestPalindrome / x))
I realise that doing a filter then a map (that's a conversion of each element) in C# would be quite simple, but you have to think at a lower level. Particularly, you'd have to write the loop itself, and have your own explicit if statement, and those kinds of things. Since learning F#, I've realised I've found it easier to code in the functional way, where if you want to filter, you write "filter", and if you want to map, you write "map", instead of implementing each of the details.
I also love the |> operator, which I think separates F# from ocaml, and possibly other functional languages. It's the pipe operator, it lets you "pipe" the output of one expression into the input of another expression. It makes the code follow how I think more. Like in the code snippet above, that's saying, "take the factors sequence, filter it, then map it." It's a very high level of thinking, which you don't get in an imperative programming language because you're so busy writing the loop and if statements. It's the one thing I miss the most whenever I go into another language.
So just in general, even though I can program in both C# and F#, I find it easier to use F# because you can think at a higher level. I would argue that because the smaller details are removed from functional programming (in F# at least), that I am more productive.
Edit : I saw in one of the comments that you asked for an example of "state" in a functional programming language. F# can be written imperatively, so here's a direct example of how you can have mutable state in F#:
let mutable x = 5
for i in 1..10 do
x <- x + i
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