A series of answers...

• Christopher Hitchens says "As long as people are afraid of death, the dark and each other there will be religion"
• It is the way you are brought up that keeps it going. Train a child in the way he should go and when he is old he will return. That is a bible quote, proverbs or ecclesiastes - too lazy to look it up. It certainly is true in my family. My grandmother became an SDA and pretty much everyone got in line or got drunk. Why don't Christians pop up ex nihilo in countries where they are in a minority? Why did I just suddenly become Jainist without every having heard of it? This certainly makes you wonder about the existence of a god. Why don't we just believe immediately and in detail? Everyone is born an atheist. We have to be taught about the "existence" of Jesus, Moses and Paul. 
• This is why education is very important. Scientist are overwhelming atheist compared to non-scientist.
• Religion is a great way to control the crowds. "Religion is regarded by the common people as true, by the wise as false, and by the rulers as useful" - Lucius Annaeus Seneca
• We are social creatures. My grandparents on my father's side were Lutheran's barely. The times I went with them you could see it was for social reasons.
• Religion is the opium of the masses - Karl Marx. Not in that in dulls their response to life, but it associates real suffering in life to religious suffering. It muddies the water. I now would associate any pain in life to a cosmic struggle of good & evil, where Jesus is battling for me and Satan is trying to drag me to hell. My ego takes on grandiosity. When all I really need to do is just accept this simple pain as it is. 
• More recently I think it forms political alliances. Maybe it has been that way in the past but it seems much stronger today to me.

We are all born with a natural desire to be socailly accepted, to be accepted as a moral person. The trick religion plays on people is to say 'be religious and others will think of you as moral, you will think of yourself as a good.' Belief in God and being religious then becomes the gold standard for morality not actual results of an action.

One need not examine the actual conseqences of an actions in the real world, because "God know your heart". So theists can just invent a 'God of convenience' that will love them uncondionally and be OK with the morality of whatever they choose. So for example, Joe Paterno can allow child abuse to go unreported. When he gets caught, he can just say "pray for the victims". So other theists are supposed to think of him still as a good person and he can still think of himself this way.

It's rather complicated. Fear and imagination as well as a grounding in reality (critical thinking skills) have a lot to do with how susceptible a person is to believing in a "higher power" or some such. Which isn't necessarily a problem. If a being feels the need to believe in something to go forward that isn't necessarily a bad thing.
Religion is an organisation of power. It manipulates the things that make one susceptible to force belief en masse at a time of critical vulnerability to suggestion. It uses social, political, and economic stresses to enforce rigid adherence to one specific ideology above any other, or even the concept of another.
But in doing so it also provides a community focal point, something people cling to in order to strengthen the bonds of a community. This has been accomplished outside of religion, but rarely. Generally in long term projects that tie large swaths of the community together. The last big one was the drive to the moon.

This is true of SOME religions.

It is not true of ALL religions.

Now, if you want to replace "religion" with "Christianity", have at it.  But I assure you that "every religion" is false.

Likewise, the number of people with far greater "critical thinking skills" than you, or even me, who've advanced major scientific breakthroughs give lie to the notion that "theists lack critical thinking skills."

I disagree, but only because the logical implication of the earlier comment is that all philosophy is crap.  And I don't mean useful crap, like manure for fertilizer, I mean completely useless crap.  And the implication of "all philosophy is crap" is that Atheism is equally crap.

To the extent that Atheists have no dog at all in the "religion" issue, atheism isn't a philosophy.  I like vanilla ice cream, but I have no opinion (or thoughts, or beliefs or) ... about foods I've never heard of.  I eat what I like, and sometimes I eat what people feed me, even if I never ate it before.

But when Atheists develop social structures in which the primary objective is an "anti-religious philosophy", Atheism itself becomes a "religion", since religions are themselves nothing more than a philosophy about the nature of G-d.  Yours just happens to be that god / gods / sort-of-gods are all, well, crap.

Congratulations -- you left one religion and joined another.  But, as others have pointed out, we do it because we're social creatures and being a part of a social group makes us feel good.  My only question is this -- does your new religion make the world a better place?  But I have to ask that question on account of the whole "I'm a Jew" thing and that's just what Jews do.  You know, Universal Brotherhood, the Messianic Era, Swords into Plowshares, Ending Hunger.  From a "critical thinking" standpoint, improving the world seems -- in terms of insuring the success of my offspring -- like a Really Good Idea.

Wow.

There really are religions that don't care if you belong or not, have no intention of taking over the world, and don't do anything else you seem to think all religions do.

Most Atheists aren't as stupid as you.  Might I suggest you become a Southern Baptist?  It would definitely improve the intelligence level of the average Atheist.  Not sure what it would do for Southern Baptists, but they can't do much worse than they already are.

I've said this before, and I'll say it again -- there is more to religion that whatever form of Christianity keeps knocking on your door while you're playing video games.

Thanks for all the great posts. Just read very interesting article from LA Times on topic "God didn't make man; man made gods", link post by JesusNEVERexisted.

Well worth a look.