From Bryan Garner, ed, Garner's Modern American Usage (Oxford University Press):
The spurious rule about not ending sentences with prepositions is a remnant of Latin grammar, in which a preposition was the one word that a writer could not end a sentence with. But Latin grammar should never straitjacket English grammar. If the superstition is a "rule" at all, it is a rule of rhetoric and not of grammar, the idea being to end sentences with strong words that drive a point home. That principle is sound, but not to the extent of meriting lockstep adherence or flouting established idiom.
Winston Churchill's witticism about the absurdity of this bugaboo should have laid it to rest. When someone once upbraided him for ending a sentence with a preposition, he rejoined, "That is the type of arrant pedantry up with which I shall not put." Avoiding a preposition at the end of the sentence sometimes leads to just such a preposterous monstrosity.