Lawrence Krauss makes an interesting point during this video about how we construct the reality around us.  Consider the epistemological advantages of finding ideas and theories that fit the reality of the situation, as opposed to trying to shoehorn reality into our limited perception.  Having all the answers is a dangerous condition because your actions, most likely, are not based on the truth but rather dogmatic belief.  Religion makes life a little to easy, a little too cut and dried and honestly, a little too intellectually stultifying for my tastes.