Many Facebook apps demand the right to post to your wall when you install them, and that often seems a good reason to cancel the installation -- who wants to spam their friends with app drivel? However, in most cases you can disable the option to allow wall posts after installation, letting you make use of apps without forcing you to become their mouthpiece.
To make that change, click on the Account button in the top-right corner on Facebook and go to Privacy Settings. In the bottom left corner, there's an area headed Apps and Websites; click on the 'Edit your settings' link.
You'll then see a list of apps you have installed. Click on an app name, and you'll see a list of permissions. One of those settings will be 'Post to my Wall', and there's a Remove button next to it. Click on that, and that app can no longer make posts on your wall.
I didn't find any apps in my own account that didn't let me disable the wall option, but it's possible that some don't. (For those, removing the app entirely might be wise anyway.) However widespread, it's definitely a handy option to make use of to ensure a less cluttered Facebook experience for you and others.