We classify the real numbers because it is natural to do so from an algebraic and analytic standpoint. Algebraically, the integers form a ring, the rational numbers form the field of fractions of the whole numbers, and from an analytic standpoint, the irrational numbers are what you thrown in to get a complete field. This is done to some point with complex numbers; for instance, the Gaussian integers are those of the form $a+bi$, where a and b are integers, and the algebraic numbers are those which satisfy a polynomial with $\mathbb{Z}$ coefficients. However to classify them more than that does not really help out so much. But yes, you could do it!
Edit: I am linking to this answer https://math.stackexchange.com/a/199688/223701 by Clive Newstead because it deals with this categorification in a much better way than I could do so.