I recently saw Derren Brown's show,titled"Fear and Faith". I have a feeling that some of our UK members will have seen this, but those in other countries may have missed it.
In the show, he explains why he thinks thetendencytowards religious belief is innate in humans, and uses experiments to support his ideas.
Towards the end of the show, he uses psychological tricks to give a staunch atheist the experience of a religious conversion. For me, it is one of the most intense things that I have seen somebody experience. If you have 40 minutes to spare, I highly suggest you take a look.