Hadrian's wall was an eminently practical structure when you consider its purposes.
A. To intimidate the barbarians (on either side of the wall) with a structure of a size that was almost unimaginable.That's why the wall sometimes continues along ridges that were imapssable anyway.
B. To restrict and channel movement. Bascially a border post.
C. And most importantly - to prevent large-scale raids. Sure you can get an army over the thing with a bit of delay and effort. But how to get the cattle and waggon-loads of booty back over the wall in a hurry? Especially when there's a somewhat irritable Roman army coming up behind. The Rhine probably gave the Romans the idea, and Hadrian's wall was an attempt to reproduce a natural feature that had the same effect.