Why does Gandalf want a burglar rather than a hero or a warrior to accompany the dwarves on their adventure?

Gandalph never cites an exact reason other than the fact that Bilbo is the man (Hobbit) he has chosen.

"Of course there is a mark," said Gandalf. "I put it there myself. For very good reasons. You asked me to find the fourteenth man for your expedition, and I chose Mr. Baggins. Just let any one say I chose the wrong man or the wrong house and you can stop at thirteen and have all the bad luck you like, or go back to digging coal." He scrowled so angrily at Gloin that the dwarf huddled back in his chair; and when Bilbo tried to open his mouth to ask a question, he turned and frowned at him and stuck out his bushy eyebrows, till Bilbo shut his mouth tight with a snap. "That's right," said Gandalf. "Lets have no more argument. I have chosen Mr. Baggins and that ought to be enough for all of you. If I say that he is a Burglar, a Burglar he is. or will be when the time comes. There is a lot more in him than you guess, and a deal more than he has any idea about himself. You may (possibly) all live to thank me yet. Now Bilbo, my boy, fetch a lamp, and let's have a little light at this."