Personally I'm an unbeliever for several reasons some of which have already been touched on, but there are three main reasons that I see:
1 - Confused religions - If there is a correct answer no one knows what it is. Muslims argue, christians argue, Jews argue, there is no religion which is in complete agreement on almost any subject. There are numerous holy books each with their own supporters, and then numerous versions of each holy book each claimed to be more right than the others. There is no sign of divine guidance or of any kind of comprehension.
2 - Lack of physical evidence - There are no signs that point to God, no talking animals, no people able to call upon God to prove himself, no sign of the ark of the covenant or Noahs ark. Its the same for all religions, massive claims made but never a solid piece of evidence to say this proves our claims. I was always lead to believe God wanted a relationship with everyone, and if that was the case he could quite readily do so (speak to everyone at once, booming voice from the sky, burning letters printed in the clouds, there could be no doubt if He wanted to prove himself).
People often claim non-physical evidence such as miracles in their lives, the problem with that is that every religion has people making those claims. Plus having a supernatural event doesn't prove a certain supernatural being, if fire rains from the sky whose to say its Zeus, Allah, Jesus or Kali. Unless the being actually turns up then its at best guess work.
Personal feelings of happiness, feeling of contact, feeling of love? All claimed by every religion.
3 - Ancient stories and miracles - I find it hard to believe ancient stories that claim things that break all the natural laws (talking animals, people living to 900, global flood, healing by touch etc). All religions have supernatural claims, and each religion scoffs at the others claims while believeing their own. The maori have a story of their god Mawi, who went fishing and caught a huge fish, beached it and let it dry and its body formed New Zealand. Obviously a unbelieveable story because its physically impossible, but then so is a story of a old man spending 120 years to build a boat big enough to take all the animals of the world, keep them safe and healthy for a year, then repopulate the world.
Its just very easy to see all such claims as the same kind of mythical stories. If they are just myths, then really no supernatural events happened and therefore no supernatural beings are required. Hence I end up leaning towards this conclusion.