In attack on Titan, what's the point of the shifter Titans becoming soldiers?
For the most part, it's for stealth and infiltration - if Annie, Reiner and Bertholt had walked into Shiganshina and asked to join the survey corp in Titan form, the first arc would probably have gone a lot differently! 

As their main objective was to find and capture the 'coordinate', they had to maintain a low profile and draw as little attention to themselves as possible. Gathering information on the situation inside the walls was made much easier by remaining human.