This was a nice article about why we get prune fingers
The wrinkles channel water off of our fingers, so we get better traction on things we want to hold.
I always assumed the skin wrinkled because it was soggy; in fact, it might be evolution at work. The evidence is mixed, though: one study found that wet objects were handled faster with wrinkled fingers, while another found that wrinkles did not affect dexterity or touch sensitivity.