We know the angels in Yaakov's dream go down and up a ladder but why do they need the ladder? Angels appear on earth and with Hashem throughout the Bible without a ladder.
The ladder in the dream is interpreted according to the theme of interpretation one uses for the rest of the dream. The commentators vary drastically with respect to the interpretation and purpose of Yaakov's dream, and thus each to his own regarding what the ladder represents as well. For most, the ladder in the dream is just as symbolic as the angels going up and down on it.
But let us pick out Rashi's (actually Chazal's) interpretation of the dream. It was to show Yaakov the special nature of Eretz Yisrael over that of Chutz La'aretz in that the angels that accompany one in Israel are not those that do so outside of the land. (Presumably those in the land are of a higher level than the others.) In this case, the ladder, as @Shalom mentioned, is just a device of the dream. It was to emphasize the fact that the previous angels were leaving, going back to where they came from (the heavens), and others were taking their place.
According to most, though, angels do not and cannot take on physical bodies. Thus, it would be absurd to suggest that they require a physical ladder to travel back and forth from anywhere, let alone the heavens. This ladder is simply to emphasize the purpose of the dream.
The Rebbe [Rayatz] once related that when R. Yitzchak of Ruzhin was a little boy and learned Chumash, he would always anticipate and ask his teacher all the problematic queries which Rashi pinpoints.
One day he reached the verse, "And he dreamed, and behold there was a ladder set up on the earth, and the top of it reached heaven, and behold angels of G-d ascending and descending upon it."
His teacher asked him, "Nu, why don't you ask?" - and told him of the query raised by Rashi: Surely the verse should have said "descending and ascending," in reverse order.
The Ruzhiner answered "One doesn't ask questions on a dream!"
The Rosh (Genesis 6:2) writes that these angels were actually from the "Nephilim" in the generation of Enosh.
In exchange for intimacy, they handed over their wings to a young lady. She than took off with them and the angels were now stuck. That is, untill Yaakovs dream, where they found a ladder to heaven on which they acended and could now return above.
Because they were each approximately 8,000 miles wide. See Hullin 91b.