I am, myself, an agnostic, but I've always found Paschal's Wager,
the pragmatic argument (using decision theory) for belief in God,
amusing.
Basically, his argument boils down to this:
You can hold one of two positions, either you believe in God,
or you do not (he doesn't allow for agnosticism here).
In reality, one of the following is true: either God exists,
or God does not exist.
If you believe that God does not exist, and God *does not exist*,
then you gain nothing beyond the knowledge that you are correct.
(No net gain/loss. (Yes, you could be smug in correctness.))
If you believe that God does not exist, and God *does* exist,
then you will go to Hell. (A very bad thing.)
If you believe that God exists, and you are correct,
then you will go to Heaven. (A very good thing.)
If you believe that God exists, and you are incorrect,
then you will lose nothing. (No net gain/loss.)
Clearly, the wise bettor chooses to believe in God.
This is only a rough summation, and in my own words, but it's
basically the gist of this particular pragmatic argument.
You can argue whether acting "rightly" without belief in God
is enough to escape Hell and get to Heaven (more arguments with
Purgatory, etc). You can argue whether belief due to pragmatic
analysis is truly belief.
There are a number of arguments to be made against or at least
ABOUT Paschal's Wager, but nonetheless it's an interesting
argument, and aside from the Watchmaker/Intelligent Design
argument, one of the more intellectually compelling arguments
*for* theism, in my opinion.
More on Paschal's Wager:
http://www.utm.edu/research/iep/p/pasc-wag.htm
-Rick