Photons travel at the speed of light, important in studying really distant objects.
Their paths through space are direct so we can see where they came from (charged particles like protons and electrons are deflected by magnetic fields and we cannot tell where they came from).
By studying spectra, we can use photons to tell us about key aspects of their sources such as the temperature, composition, and speed toward or away from us.
Everything warmer than 0o K emits photons, according to the radiation laws - we just have to look in the right region of the electromagnetic spectrum.
Photons interact well with materials we can use to make detectors, and they can be readily brought to those detectors with optics.