Clearly, Jesus believed that the power to forgive sins was greater, than to cure paralysis.

However onlookers knew that curing paralysis was beyond a normal man's ability. After the man was cured of paralysis the people were therefore able to consider the power required to forgive sins in a new light.  

Jesus needed to be in human form for him to feel and experience life as we live it and to suffer the pain of physical harm to also understand the suffering a person's body goes through when it is traumatised. He didn't have to do it, but he knew he had to, so's WE can have a way of getting to heaven as long as we a truly sorry for our sins and are willing to serve the Lord for the rest of ours in respect to his suffering and sacrifice for us to live eternally with him and his father during the second coming.

Jesus has done more for my life than any pill, or drink can ever do. He has given me a reason to live and to live for him and not myself.