Here's how I (try!) to explain it to people in simple terms...
Think of a capacitor as an electron bucket. It has a cross sectional area (the capacitance) and a height (the voltage it's filled up to). But just like a water bucket, it takes a little time to fill to this voltage level, and that's determined by how quickly the electrons are flowing into it (the current - essentially electrons per second). The time it takes to discharge the bucket is likewise determined by the rate at which the electrons flow out. Obviously for any given flow rate, larger buckets (capacitors) are slower to fill/empty.
Think of an inductor as a really long pipe (wire), usually wound into a coil to make it more compact*. The same current can flow through a wire of any length, but longer wires (physically) contain more electrons, and it takes a little time for them all to "get up to speed".
Moving electrons have a kind of momentum known as magnetic flux. (Don't worry about the terminology.) Basically, longer wires have more electrons moving through them, so they contain more momentum. You have to put in energy to build up that momentum, so need to leave it hooked up to the voltage source for longer. After a certain period of time the momentum has built up and current will have increased to a maximum, as determined by the resistance of inductor.
This is why long wires (inductors) delay any change in current - it's all that electron momentum being changed, which takes time. Very short wires don't have this effect to any noticeable degree, because they don't contain as many electrons: Change the voltage and the current changes almost instantly, just like in an ideal resistor. Longer wires contain more electrons and aren't so cooperative.
So why would anyone want to use a really really long wire (i.e. an inductor?) One common use is generating large voltages. If you allow the current in an inductor to build up (basically give it some time), and then suddenly stop the flow (ideally instantly), all those electrons come to an abrupt halt. Their built-up momentum (kinetic energy) has to go somewhere, and it gets converted into potential energy, otherwise known as voltage. It's the electrical equivalent of water hammer and is the basic principle behind Tesla coils, and on a somewhat less dangerous level, many switching mode power power supplies. (Boost converters.)
* I'm ignoring the magnetic effect as it tends to confuse more than enlighten. Adding an iron core to a wire coil basically makes it behave as if it were much longer than it actually is.