Influence On Astronomy
Observing this series of impacts had a huge influence on astronomy. It was the first collision of two (significant) bodies of the solar system ever observed, which led to close observation and modeling.
Astronomers were ecstatic over how well their predictions played out over the course of the impact and afterwards, despite the fact that they had never really observed a collision before. That's not to say that all the predictions came true. An increase in the total mass of Jupiter's ring system, for instance, did not come to pass, and the fireballs were considerably larger than they had guessed.
This was also one of the first astronomical events that NASA posted information about on the web—remember when the Internet was just a brand new thing? The pictures and data were all available for public scrutiny and wonder.
How deep the shards penetrated the atmosphere, no one is really sure of—we can't exactly dive into the atmosphere and try to retrieve them. However, the plumes created by the impact did bring up material to the surface from below the immediate surface, which were studied from afar via spectrograph. Little oxygen and water was found, to the surprise of many, while sulfur and carbon disulfide both made surprise appearances along with ammonia, hydrogen sulfide, and a few other molecules.
This impact made obvious Jupiter's role as a “cosmic vacuum cleaner", that is, removing comets, asteroids and other objects that clutter the solar system. Jupiter's gravitational pull is strong enough to slowly reign in objects from a great distance away, until eventually they are torn apart from tidal pressures and fall into the atmosphere.
For more information on the impact and its effects on astronomy, Wikipedia provides an excellent overview. For a detailed discussion of each fragment's impact, along with other information regarding LS9 check out this FAQ. For a large collection of pictures at a variety of wavelengths, check out this site.