I enjoy a nice complex sentence. It makes your text flow just a little bit more smoothly, and it keeps your thoughts from sounding choppy. And nothing aids in the formation of complex sentences like a cute little conjunction.
You might notice that I often start sentences with conjunctions (but, so, and, etc.), and if you paid attention in English class, you’ll know that the rule says that one should never start a sentence with a conjunction. While this is true in a formal setting, such as within an academic paper, the rule has generally shifted into a more relaxed school of thought.
Stylistically, certainly, one is allowed to start a sentence with any word one pleases; fragment thoughts and made up words are even permitted, because in a creative writing format, what the author says is law. But this should be avoided when it comes down to that term paper for your stodgy old college professor. Although, if you think you can get away with it, by all means, go for it: it can really drive home whatever point you’re trying to make when you utilize the beginning conjunction in a rhetorical question.
I like to think conjunctions add a little flavor to your paragraph. They’re like the parsley flakes of the grammar world.