The other thing you seem to forget is that history has shown that it takes only a single whistleblower to expose a huge cover-up like the one you're suggesting. Where is he or she?
Although in late 2001 and for two to three years after that, the majority of Americans were convinced that 9/11 was an act of terrorism, recent polls have found that a majority of Americans now think that their own government had a hand in the events of 9/11. Why would that be the case? Well, since then, the evidence that Bush and Blair flat out lied about Suddam Hussein having WMD and Iraq being involved in 9/11 has become overwhelming. Not only did they lie about it, but they colluded to manufacture evidence to persuade their respective countries' elected representatives (Congress and Senate in the US, House of Commons in the UK) to vote in favour of attacking Iraq.
Now the majority of Americans have made the connection, and concluded that if Bush could lie about Iraq having WMD and supporting Al Queda, then he probably lied about Osama bin Laden and Al Queda and 9/11 too.
Under these conditions, the White House and the State Department have still not produced solid evidence that 9/11 was an act of terrorism, even though their jobs are now on the line because of that and the lies propogaged about Iraq.
I smell something funny.
Show me the polls that most Americans believe their government had a hand in 9/11.
And pray tell, who's jobs are on the line because of 9/11 or Iraq?
You overestimate the ability for a government to pull off a conspiracy of this magnitude.
Back to the original question of the post.
I believe there are two major reasons for people to believe cospiracy theories.
Some obviously make money off of them (for writing or selling books, giving speeches etc.). Many of these people believe what they are shoveling, and like with psychics, et al, there are some just taking advantage of others. Go to Dealy Plaza in Dallas, and there are guys walking around selling books and stuff and telling you how JFK was REALLY killed.
Some (like a couple that have shown up here) seem to feel like they are smarter than the rest of us because they know what REALLY happened, even if there is no compelling evidence for it. To say "the US government did it" is so ridiculously vague that one could not even refute the argument except to point out the evidence that it was a terrorist attack.
Finally, many people may never actually swallow the conspiracy line, but still find it fascinating. Of course we do, just like a good book with a good conspiracy.
However, I would like to point out that to shovel out this nonsense is very insensitive to the survivors. It is like a child being killed by a random car jacker and then you telling everyone that it was actually one of the child's parents. Frankly, it disgusts me.