Why not land on ... land as opposed to a moving barge? For example the launch site?
I'm pretty sure it has to do with a combination of launch site and liability.
Providing they're using Cape Canaveral as a launch site the rocket very quickly goes over the Atlantic. I think it's better to launch in that direction b/c of the spin of the earth (but not certain about that). Even if it were launched in the opposite direction it would soon be over the Gulf of Mexico.
Using a different launch site and landing presents liability concerns. Sure, if all goes right the rocket lands in an area the size of a football field. But if anything goes wrong at any point during the launch the rocket could land anywhere in an area of several hundred square miles. It's difficult (if not impossible) to find a suitable launch site where a city or town wouldn't be in the 'fall-out zone'. Hence - the ocean's the best option.
Correct, launching west to east near the equator allows you to "steal" some of Earth's rotational energy for your launch. You can launch in any direction, but you will waste fuel and thus mass (...and thus more fuel and thus more mass and...). It's usually more efficient overall to make corrections once you've hit a particular altitude. Florida is okay efficiency-wise but the ESA's Guiana Space Center is much better. Many useful orbits are around the equator and you can create an orbit there that will rotate with the Earth's day to remain focused on one spot of land (geo-stationary). Fun fact - the 360 degrees of geo-stationary orbit are actually split up into segments and controlled through agreements between countries because they are so valuable.
Tangent:
The Russians are at a disadvantage being so far from the equator, but they are in an acceptable location for polar orbits. This can suit their local needs pretty well because a craft in equatorial orbit won't have a good view of their northernmost land anyway. Polar orbits are launched in a north-south configuration -- in the US, we do these off the coast of California. Polar orbits are useful for ground mapping, as you'll get longitudinal slices of the whole planet in view over a single orbit that can be combined to create a complete viewing of the Earth's surfaces. The Russians have also invented some really peculiar orbits that give them more time viewing the northern hemisphere than the southern hemisphere, so they've got their needs covered.
Launches over land are controlled by local governments. If I remember correctly, the US military is pretty interested in what you launch on US soil, while the FAA is interested in what you land here. The FAA's number one priority with experimental craft is to make sure you don't crash into anyone else -- they don't really care if you blow yourself up.
As far as I know, water landing is not governed by pretty much anything, so a floating platform avoids all the legal hassles of a dry landing and avoids the damage of a traditional splash-down (water damage, rapid deceleration). The other benefit is that if you fuck up re-entry a bit and won't be exactly where you expect, the floating platform could find you. You do that over land you and you might splat instead.
