A couple of thoughts:
I wonder if part of the idea behind joining or staying in a religion is simply keeping up appearances. Aside from the JW "faders" who do this sort of thing every day in order not to lose family or friends, there are probably other communities where feigning belief is a prerequisite to various secular benefits. For example, I doubt we'll see a day in the US where an openly athiest person becomes president, simply because doing so would make him/her a relative outcast among certain groups of people. Still, this only answers the question of why someone would profess to believe something that seems irrational, not why they would actually believe it.
Regarding the idea that our world is so complex that it must have been created -- if I decide to play the lottery today, I'd have a very remote chance of winning (perhaps 10,000,000 to 1). But if 10,000,000 of us play the lottery, one of us should win. Similarly, if each of us played the lottery 10,000,000 times, we'd figure to hit it big one time. Now this doesn't mean much to each one of us, since we'd probably die long before we'd have a chance to get anywhere near that number. But if we had an infinite amount of time, we'd win that lottery many many times over. Given that billions of years may have transpired before the first creature appeared on earth, why is it so unreasonable to believe that it could have happened by chance?