Justice demands that we receive our punishment, death. He has so loved us that He made our redemption possible by the death of His Son. Fifth, the wrath of God shows that God views my individual decision seriously. If I choose to live without God, He does not overrule my decision, but lets me meet the consequences of my choice. Finally, God's wrath shows that guilt is more than merely a subjective feeling.
Sin requires expiation.
Between the wrath of God and the substitutionary death of Christ on the cross there exists a close relationship. The New Testament brings this out very clearly in its usage of different words for reconciliation, as Heppenstall points out. It is the biblical way of proclaiming God's utter opposition to sin. It tells me that God takes sin seriously and wants to bring it to an end. It creates in me a new appreciation for the cross.