Javascript validation can be used for Client side validation only. While Validation control can be used for client side as well as server side validation.Some time server side validation are necessary because we can not rely on client side validation blindly.
Also there readymade validation control provides several types of readymade control that can be used without writing any code.
You can have a look to mne of my atricle for details about validation controls
Exploring ASP.NET Validators