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What Mith said, and maybe just to emphasise, Théodred is also there to show the complete despair of Théoden. When we first meet him, he is done for; an old, weak king with his evil councillor and dead son. His kingdom is about to be overrun by Saruman's forces.
This also serves to deepen the despair of the whole story. What awaits Rohan (as it seems) is sort of a sign of how things might go for the whole Middle-Earth. We, as readers, know that Middle-Earth is possibly at its darkest hour. The evil is on the rise, while all the good things are quickly giving in. Rohan is effectively the first kingdom of Men we see "in person" and the picture is not very encouraging: an old king, who is totally done and who, on top of everything, has no heir. (And son. I still feel the need to emphasise the "human" dimension of this, because I can hardly imagine anything more sad than parents losing their children.)
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"Should the story say 'he ate bread,' the dramatic producer can only show 'a piece of bread' according to his taste or fancy, but the hearer of the story will think of bread in general and picture it in some form of his own." -On Fairy-Stories
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