Because A.C. can go farther without dissipating as heat. Much easier to change from low to high voltage and back down.
Alternating current is widely used because its voltage can be easily and efficiently increased or decreased using transformers. Transformers are a.c. machines, and will not work with d.c.
For this reason, most transmission systems use a.c. However, d.c. transmission has less losses than a.c. transmission, but is more expensive (its high voltage is achieved by transforming a.c. to a high voltage then rectifying it -the extra equipment making it expensive). However, for very long transmission lines, the expense is worth it because the line losses are lower.