One reason why I'm sceptical towards most of conspiracy theories is that they require conspiracies to be too elaborate, too complex and too efficient to function in real life. And, more often than not, they try to bring malice as explanation for things which simple stupidity and incompetence is more likely.
On the other hand, idea of world being controlled by people with clear plans and agendas, even the most malevolent, is more comforting than the world being run by idiots who don't have a clue about anything (like British government few months ago).
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More of a Occam's Razor fan, eh?
Interestingly enough, sometimes the simply and most reasonable explanation ends up being mathematically impossible, then we are left with only the batshit crazy theories.