Why does Hashem command Moshe to perform each macah (plague)? Hashem can perform the Macot himself (by sending malachim).
Moshe was destined to be the one to bring down the torah, hence there needed to be no doubt that he was chosen by God.
this is also why he was speech impaired (so people would not say he smooth talked everyone into believing in him)
likewise it had to be in Egypt which was the world superpower for witchcraft (so that people would not say Moshe was a sorcerer and if he had done the plagues in Egypt, he would have been defeated). (And the final plague was on the 15th of Nissan which was astrologically the full moon of the month of the Ram and the strongest day of the egyptian god.)
the bottom line is that the authenticity of the torah had to be demonstrated without a doubt - that it was from God. and since Moshe was the emmissary for delivering it, his authenticity also had to be established.
source Drashos Haran (forgot exact place)