The whole question is just a massive spoiler:
Given that dragonglass kills the Others wouldn't it be easier to equip armies with dragonglass weapons than build a Wall this massive?
I think the simplest explanation would be this:
When you have an army of zombies ready to attack any given moment, you would have to have guards from coast to coast ready to kill zombies every second. The Wall is ~300 miles long. So, to guard all that space without a 'barrier', you would need hundreds and thousands of warriors.
With the Wall, the Night's Watch had the ability to have a lot of warriors/defenders (of the realm), but not all of them where posted on guard at the same time. Some of them are guarding the Wall, and when they see an army or whatever advancing towards them, they can warn the rest of the defenders of the realm.
No matter how 'easily' you can defeat your foes, it is pretty helpful to have such a big help.
This is like asking why the Chinese built the Great Wall of China, when they had an army with cross-bows, swords, and spears, which could kill their enemies. Having an effective weapon is great, but fortifications are still very helpful in a war.
This reminds me of the scenario of attacking a small army of ghosts in Heros of Might and Magic with a large host of peasants. On Paper the peasants should wipe the floor with the ghosts, but the ghosts have this annoying ability (Much like the white walkers), that every time they kill an opponent they raise them as a new ghost.
So if you lead 10,000 soldiers with Sharpened Obsidian spears / arrows, you better be damn sure they kill every last one of the white walkers. If not you'll be rushing to build a big wall to keep 10,000 Wights from marching south. Even if white walkers don't line up for a big battle, you could imagine a big blizzard causing a heavy death toll on this army.
I don't think it's ever explicitly stated in the books if only the white walkers raise wights, or wights raise other wights, but the wildlings do insist on burning all bodies, even if they're killed by Crows.
As to whether it'd be "easier" than to build a wall that massive. If I remember right, the original wall wasn't as massive as it is during the current events. I think it was Lord Mormont that stated the nights watch used to use blocks of frozen lake water to raise the wall higher each year / season.
If the Children of the forest created the first White Walker a.k.a The Night King (The 13th Lord Commander of the Nights Watch). Was the original mission for the Nights Watch one of extermination of the Children of the forest? And was the Wall therefore to keep out the Children not Wildings who as stated by Jon Snow were just on the wrong side of the wall!
The wall was built by the first men. The white walkers drove them south to settle the land of westros. The wall was built to keep those dangers from engulfing the whole continent.