I agree with much of what Atlas said, but I think less than laziness in not wanting to think but more fear of what may come of it. I know that in my own experience when I start pondering determinism and if everything is predermined (not by fate, but by physics) and if we could perfectly understand everything we could predict the future, I start getting weirded out feeling like I have no control and thus tend to avoid this line of thinking too often. I imagine people can be like that on any number of topics, and God is a big one. The realization that life may in fact have no more meaning than we give to it, and not being used to the concept of giving your own life your own meaning, one may grapple with the idea that since this predermined meaning that God and religion bring to life may be false, then in fact, life may have no meaning or purpose at all! And this is a scary thought. And the realization that after loved ones die, they're really gone is a very painful one to come to as well, as we'd all like to believe the fairy tales about seeing our parents, grandparents, and friends who have died in that distant and picture-perfect future after our own death. I know that my mother chooses to believe that she will see her father after she dies, full knowing that there is no evidence of this and that it is probably just wishful thinking.
I imagine that the more a person clings to a belief the more difficult it can be to let it go, especially a person who has devoted a lot of time and energy to it. Its not easy to realize you've flushed years of your life down the toilet. I imagine my aunt would have more difficulty letting go of her fanatical christianity seeing that she has dozens of index cards with scripture written on them all over her trailer home, much more difficulty than I had in losing my belief in God which was essentially inconsequential in my life.
So I think that the roots of belief are many, from experiences, psychological need, habit, fear, laziness, wish fulfillment, choice, and probably others I haven't mentioned here.