Those comfortable with XHTML will often prefer to use the HTML editor, especially when checking for errors. The HTML editor can also be a convenient way to mark up your content—consider hand coding in combination with the use of quicktags.
If you prefer to work with XHTML directly, WP provides a handy way of marking up code via quicktags. Quicktags are buttons in the HTML editor that provide a shortcut to hand coding XHTML. Simply highlight some text and click the appropriate quicktag button to automatically create XHTML, as seen below:
The WordPress codex covers quicktags here: http://codex.wordpress.org/Write_Post_SubPanel#Quicktags
If you never want to be bothered with the Visual Editor, disable it by going to Users | Your Profile. The first checkbox allows you to Disable the visual editor when writing.