Thomas Jefferson considered it "kingly" to deliver his State of the Union report as a speech, so he sent the Senate and the House some written comments instead. Woodrow Wilson, never reluctant to play king, brought back the speechifying in 1913, and the modern custom of addressing a joint session of Congress was born.
The state of the actual union has improved in many ways in the century since then, but State of the Union addresses have kept heading downhill. Calvin Coolidge reversed many of Wilson's kingly policies, eventually including the oral address; before then, though, he made the mistake of broadcasting it on the radio, expanding the crown's audience even further. (*) FDR brought back the speech (and the broadcast), the show came to TV in the Truman years, and under LBJ the other party started airing a response right afterward, an innovation that may sound even-handed and democratic but in practice just amplified the kingliness. As I wrote a few years ago,
No matter how lethargic, long-winded, dishonest, or dimwitted the president's speech may be, the reply will feel like a pathetic rejoinder put together in someone's rec room. A politician—possibly a party leader but often a "rising star," i.e., someone most viewers won't have heard of—stares at a camera in an apparently empty office, reciting a set of talking points. In the State of the Union speech itself, an immensely powerful man sets an agenda. In the response, no matter what the speaker says, the takeaway message for anyone still bothering to watch is that he isn't setting the agenda. In Great Britain, the opposition gets to confront the prime minister on television every week. In the United States, the opposition gets to borrow the camera after the president has left the room.
And then, just when you thought it couldn't get any worse, Ronald Reagan added the element of singling out people to praise in the audience, thus seasoning the bland proceedings with the flavor of a high school assembly. I'm trying hard to think of a way the State of the Union tradition has improved since FDR, and all I can come up with is the invention of cable TV: Now at least there's something else to watch.
The ideal way to experience the SOTU is to skip the speech as it's broadcast and then read it in the paper or online the next day, a practice that allows you to scan the text quickly for nuggets of news while avoiding the pomp and boredom of the show. In a better world, we never would have abandoned Jefferson's approach to the State of the Union report, but even in this one we can act as though that saner system is still in place.
(* I originally wrote that Coolidge did not abolish the speech, but I was wrong: After initially continuing in a Wilsonian vein he restored the Jeffersonian practice. I stand corrected.)