A while I go I pointed out the reasons *not* to have a retrospective. There are plenty of reasons *in favor* of having retrospectives (after every iteration):
A well run retrospective enables the team to:
If you look at successful organizations, they are the ones that know how to evolve to meet current reality, rather than holding onto what used to work.
Becoming comfortable with change, learning how to try something new and measure how well it worked are critical business skills. And retrospectives are a great way to learn those skills on a team level.
Diana Larsen and I are working on a book that will help you help your team make the most of retrospectives. Look for it later this year.