When the dwarves and Bilbo arrived at Lonely Mountain, they went to the top to seek the open key hole to enter. When Smaug first conquered the mountain, he blew up the entrance gate... why didn't Bilbo and the dwarves just enter by the front entranceway instead of climbing?
This is answered in the book:
"We might go from there up along the River Running," went on Thorin taking no notice, "and so to the ruins of Dale-the old town in the valley there, under the shadow of the Mountain. But we none of us liked the idea of the Front Gate. The river runs right out of it through the great cliff at the South of the Mountain, and out of it comes the dragon too-far too often, unless he has changed."
"That would be no good," said the wizard, "not without a mighty Warrior, even a Hero. I tried to find one; but warriors are busy fighting one another in distant lands, and in this neighbourhood heroes are scarce, or simply not to be found. Swords in these parts are mostly blunt, and axes are used for trees, and shields as cradles or dish-covers; and dragons are comfortably far-off (and therefore legendary). That is why I settled on burglary-especially when I remembered the existence of a Side-door. And here is our little Bilbo Baggins, the burglar, the chosen and selected burglar. So now let's get on and make some plans."
In other words the Front Gate was used as a means of exit and entrance for Smaug, and he was still known to frequently come out. So trying to get in by the Front Gate runs a risk of encountering a live dragon, which was a risk that none of the Dwarves were prepared to take (particularly given the absence of Warriors and Heroes).
Knowing that a side-entrance existed they therefore decided to take the more stealthy route.