My brother and I got into a whole huge thing over Christmas on this very subject. Possible answers include: a competitive advantage conferred to religious societies over non-religious societies; memory of the sensation of being an infant, when there really was an omnipotent being watching over you; prescientific attempts to explain natural phenomenon; religion in some sense being really true; etc. etc. etc.

Obviously there's no real answer to this question, but at the very least the thread will give you some interesting-sounding books to read on the subject.