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It's useful to have the terms SF and fantasy to describe different kinds of stories. But when you really get down to it, I think you have to say that science fiction is a subset of the much broader category fantasy. (I mean beyond the sense in which all fiction is fantasy.) All SF/F is concerned with worlds that are somehow different from the one we live in. In science fiction, the premise is that the fictional world is possible, through extrapolation from what we know about science and human nature. In "pure" fantasy (the stuff we're pointing at when we say the words), that premise isn't applied, at least not the science part. It may be every bit as much about human nature as "pure" SF. I liked the Philip K. Dick distinction that someone quoted early in this thread.
No doubt the real reason for SF and fantasy being lumped together has more to do with the historical reasons mentioned earlier (overlapping readership, overlapping publishers and editors, etc.) But I'm fine with it, because I think there's a commonality between fantasy and SF that even extends to include the hardest SF.
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