One important reason people believe in their own free will is the compelling feeling we have of personal agency, of having chosen and caused our behaviors. There are many reasons to be suspicious of this feeling as a valid indicator of actual free will -- as Dan Wegner has documented so well in The Illusion of Conscious Will (MIT Press, 2002), we do not have direct access to internal causal information. (This echoes the point made several centures ago by the British philosopher David Hume: that we never directly experience any cause but instead must infer that A caused B based on available evidence.) Because we don't have direct access, we must instead make a causal inference or attribution of what caused our behavior based on a few key factors. Wegner and colleagues have experimentally manipulated those factors and have shown that doing so moves around the participant's belief that they themselves caused something to happen. (If instead the person did have direct access to the causes of his or her behavior, Wegner would not have been able to move around these causal beliefs with his experimental manipulations.) What Wegner and others have shown, in brief, is that we can't use just our feelings of having caused our behavior as some kind of prima facie evidence that we did indeed cause it.
But there is another reason to be suspicious of our feelings of free will: somehow we don't tend to have them when those around us express their disapproval of our actions. The recent behavior of Kanye West at the MTV Video Music Awards last Monday evening, followed by his responses to Jay Leno on the latter's prime time television show the next day, illustrate the selective and strategic nature of the belief in one's own free will. When directly asked by Leno to explain why he upstaged Taylor Swift, who had just won the Best Female Video award, by taking the microphone away from 
her to very publicly question why she had won and not Beyonce, West suddenly did not appear to believe in his own free will in the matter. Instead, he explained his behavior by reference to his own mother's recent death (during plastic surgery) and the pain he feels over her loss. He did not take personal responsibility for what he had done, but instead apologized that "his own pain caused someone else's pain". He was saying, in other words, that he did not intend his behavior, he did not freely choose it, but instead it was caused by the understandable pain he still felt over the loss of his mother.
Now, Mr West has been roundly criticized in the media for not taking personal responsibility for his own actions and trying to focus the public's attention on his own suffering and not the embarrassment and humiliation he caused Ms Swift. But we should realize that his sudden, and quite convenient abandonment of his own presumed belief in free will, is something we all tend to do, although usually not on the Jay Leno show in front of 30 million viewers. The self-serving nature of how people ascribe the causes of their behavior have long been known, going back at least as far as the pioneering theory and research of Prof. Gifford Weary of Ohio State University, published in the Journal of Personality and Social Psychology in 1978. Weary (then writing as Gifford Bradley) showed how we all tend to believe in free will for positive outcomes and behavior, but not for failures and other negative outcomes. For some reason when we fail we quickly turn into social psychologists and start to see the external causes for our behavior.
In the Tampa SPSP debate on free will with Baumeister, chronicled in our respective Psychology Today blogs over the summer, my colleague Brian Earp and I presented new data showing that a person's self-concept and social identity includes many features of which we are proud but of which we had nothing to do with, causally. Examples include one's eye color, country of origin, gender, successful ancestors, and so on. Those data concerned the case of our positive outcomes that we did not ourselves cause. The present case of Kanye West's sudden conversion to social psychologist (most likely temporary in nature) on the Jay Leno show illustrates the complementary situation, in which we tend not to believe in our personal causation of negative outcomes.
So it all boils down to wanting to take credit for positive outcomes and avoiding blame for negative outcomes. We take personal pride in things about us that others like and admire, whether or not we personally caused those things, and we disown those things that others do not like and disapprove of, even if we did cause them. The Janus-like nature of a person's belief in free will suggests to us that the belief does not come from first principles, logic, or any actual evidence -- instead it is self-serving and selectively, strategically applied.
The political psychologist Philip Tetlock of the University of California-Berkeley has proposed a model accounting for such seeming inconsistency (Psychological Review, 2002), in which we automatically adopt different mind-sets and values depending on the situation. Because our social standing and relations with others in our group are so important to us, when faced with their disapproval we quickly adopt a kind of "defense attorney" mindset that focuses on the excuses and external causes of what happened, in order to deflect blame and maintain good relations with others. This is quite different from the "prosecutor" mindset we normally adopt when faced with disapproved, anti-social behavior of others in our group. That mindset is all about holding the miscreant's feet to the fire, holding them responsible for what they did, and only reluctantly acknowledging any mitigating circumstances. The importance of Tetlock's model is that it holds that both of these mindsets exist within each of us, and that we flip back and forth depending on the circumstances.
Like Wegner's related work on the illusory nature of the feelings of conscious will, the shifting and strategic manner in which people believe versus do not believe in personal control over their actions is a compelling reason to distrust the phenomenal feeling of personal causation. As Baumeister highlighted in his half of the Tampa debate and on his blog over the summer months, the belief in free will serves many important motivational functions for us as individuals (as opposed, say, to feelings of helplessness, which are maladaptive and highly demotivating). But it seems that people don't really believe in it very strongly or deeply, as a bedrock principle -- rather they believe in free will when it suits their purposes, and not when it doesn't.
