When it comes to free will, for me the writing has been on the wall since I was a teenager. From what I was reading at the time, it was clear that the concept was indefensible. It came up in the writings of Richard Feynman and Scott Adams' God's Debris offered up a concise reductio ad absurdum.
But even then, it wasn't a very straightforward argument. In order to make sense of the claim that our sense of free will is an illusion, it would have been necessary to go into a lengthy digression about physics and just what exactly we know about the universe (or at that age what I had read that other people knew, since I didn't know calculus yet.) Through the study of magic and illusion I found a much more straightforward illustration of why free will is an illusion (I'm not sure if that's irony or poetic justice.)
A member of a magic audience may be called upon to make choices. Do I choose the red scarf or the blue one? Do I take the $5 or the $20 out of my wallet? Do I touch this playing card or the one three quarters of an inch to the left? Now the choice may not matter. The trick can proceed exactly the same way regardless of which card you select. Or it's possible that the magician influences your choice in a way you are unaware of so that the choice you feel you are making is actually a choice being made by the magician.
David Ben, in his book Advantage Play, Coyned the term "virtual participation" to refer to this situation where the spectator feels like an active participant but in reality their actions are not influencing the outcome. This opens the door to a possibility which is (to some) frightening. There can be influences affecting the outcomes of your decisions of which you are completely unaware.
If those influences can come from outside your body (a magician priming you to make a certain choice such that the cues go unnoticed), then they can come from inside your body. Your brain already does quite a bit of "thinking" that you are completely unaware of. You're not making any conscious effort to keep your heart beating. You breathe without thinking about it most of the time you're awake (and all of the time when you're asleep.) Once you acknowledge the possibility that your brain is doing thinking you're not aware of (and really at this point, it's a certainty, not a possibility) then the question becomes how much of this thinking is taking place? Free will isn't all or nothing; it's a sliding scale.
Even before you have to concede the kind of strict materialism Jerry suggests, you already have to admit that free will is at least severely limited.
Most people who attempt to rescue free will do so by redefining it back into existence. Daniel Dennett makes a convincing case for embracing a definition of free will which is compatible with physical determinism. Since the chemical mechanisms which underly our decision making are so intractably complex they are unpredictable to the point where, for all practical purposes, we can label them as free without any measurable loss in accuracy.
At first glance, this seems like a slightly sneaky thing to do. It's not without precedent though. Frequently in science as our understanding changes, we give updated definitions to old terms. So the definition of what constitutes an electron has changed since it was discovered, the thing we called the electron is still the same thing, but our understanding of it has changed such that the previous definition was problematic and incoherent.
So the idea of free will has been replaced by the feeling we experience of having free will. Nothing in the world practically changes. We don't all of a sudden become lifeless automatons. The question still remains for beings with finite access to information and finite computational power: What is the most responsible way to behave given the information we have available to us. So if our actions are so unpredictable that they might as well be free, then we are, for all intents and purposes free.
So just get on with the card trick.