Here is an interesting article about conspiracy theories, and why people believe in them. I usually find the theories themselves interesting, but usually don't have a lot of faith in them.
They are, however, enjoyable to hear. I tend to think that the crazies who believe them only confirm their craziness! Admit it, you think it's fun, too. Have you ever listened to Michael Medved's Radio Show on Conspiracy Day? Some of the funniest things come out of people's minds! Of course Medved refutes all of them with facts. Which is how most conspiracy theorists lose their arguments; against the facts, their theory just doesn't hold water.