I understand most of what's going on in XCOM: Enemy Unknown, but I don't quite get what Interceptors are for. I know that when I Scan for Satellite Activity, I can come across a UFO, and then scramble Interceptors to attack it. If the attack is successful, then the UFO will crash and I can send in my team to fight them on the ground.
However, what's the point of all this? Is it just a random event where I can acquire more resources to spend on stuff? Does it have absolutely no bearing on the main storyline? Does it decrease panic levels?
Also, can I only encounter these events in areas where I have a satellite? Should I invest in strong weapons for my Interceptors? When I started the game, I had a choice between North America or Europe as my base. I'm glad I chose Europe because Research seems far more useful than Interceptor upgrades, at least for the time being.