First a comment on the topic starter. I believe your question is to 'all religious people' and firstly christians, as to why they believe. Am I correct? Then, that question has certain questionable presumptions:
1. All religions are equal.
2. Humanity can be divided in two sorts of people: believers and non-believers or not-religous people.
In think these two presuppostions are flawed. The first is questionable, the second is definitely not true. Every person believes in something, in that what his impulses are telling him is true, or that 'science' is true or any other thing people build their trust and confidence on. When Nietzsche discovered we human had killed God and were now doomed to a meaningless and short existence in some backward part of a universe of unimaginable size, he went mad. Nowadays we supposedly live with the idea of our own meaninglessness or search our own meaning in our world, what is called belief or faith since there's no proof.*
Futhermore, I am intrigued by your question: is there a reason it is explicitely asked to christians?
Now to tell something about my own faith. Telling about your faith is telling about your live, so here it goes: I was born in a christian family, went to christian schools and attended a christian church. That could be the first reason for me to be christian, but that would be too simple. I already confessed my faith publicly and I could never do that if I didn't belief God really existed! Even now I cannot imagine some people would confess faith in God if only for their family or community wanting it. Perhaps, if I lived in Pakistan I would be muslim, but I'm not. Experience with other wise christians has tought me one thing: imagining what could be or what could have been won't help you. God asks to take the things as they come to you.
To be honest, in later years I have experienced some doubts. In my teens I was really convinced God existed, that He was there. And he still is. But I had some questions raised: what if the atheists are right and there is really nothing? When I take a short look around at the world and see none of God's precense? Or, am I just not looking good enough? And, what about evolution? Should I deny it, try to incorporate it or leave it where it is: a scientific theory? And, even more personally: does God want me at all?
In all these things God has been there, of that I am convinced. God stands ready for anyone to come to Him burdended with sin and other wrong things. The Scipture says: 'That they should seek the Lord, if haply they might feel after him, and find him, though he be not far from every one of us' (Acts 17,27 KJ) These words are from Paul when he preached on the Areopagus. God is not far away, and I am always confirmed in this, as far as I may have strayed, God has always the door open. Who could believe in such a being? Such undying and fierce love? From a being who holds the constellations in His hand, and whose breath gives live and light to a thousand stars? Call it 'credo quia absurdum' but christianity has never tried to make its view of God more simple. In the very conception of God He is already unfathomable...
Next to these 'inner' motivations I see God at work all around me, in the people I meet whose lives have really been changed, by events happening with meaning for me. This God is a personal God, he wants a relationship with such a little, fragile, shortlived creature as I am. Furthermore there are many many glimps of God to be seen in the universe. Ask yourself the question why there is so much order in the universe. I know it's not proof, but it is strange and fascinating at the same time. What more will we discover of God's grand design of the universe?
* Personally I think this definition of faith, as: 'an assumption made by lack of evidence/proof' to shortsighted. It follows the definition that proof of things is the best we can get, which is foolishness. But I understand, when God is out of the question we can only build upon our senses. But how do we determine our impulses are true? Are things true because they work? What if our brain is fooling us?
And so the question for Sicarius: why do you believe in proof?