Sam Harris, speaking at Cal Tech, thinks you don't.
Harris's points seem almost to be grounded in Indian philosophy:
• Consciousness is the one thing that can't be illusory.
• The self, meanwhile, is an illusion.*
• Decisions, being based on previous states of affairs that include both previous decisions and random factors, cannot be parsed in such a way as to reveal free will at any point in the decision-making process.
There's more going on in this talk-- much more. If you find yourself with about 80 minutes to spare, I highly recommend watching Harris's spiel and the brief Q&A period that follows it.
My own sense that I have free will is both strong and undeniable, but Harris makes a pretty good case for the idea that a combination of deterministic and random factors can never be a recipe for freedom in the cherished philosophical sense, i.e., that I am somehow the "author" (Harris's term) of my actions. I wish he'd had more time to tease out the moral implications of this way of thinking. The talk heads, somewhat fuzzily, in the direction of emphasizing compassion and understanding-- especially regarding violent criminals-- as core values in this new, post-libertarian ethos, but Harris's spiel does little to unpack these concepts.
I approach these ideas with caution, partly because I'm extremely wary of attempts at social engineering. When people propose new moral paradigms, I feel as if I'm witnessing a sort of top-down attempt at restructuring human interaction. Of course, Harris isn't seriously proposing a thorough, comprehensive reparadigming; the lack of detail in his talk is enough to make that clear. But as a prominent author and respected neuroscientist, he's in a position to influence many people, and his facility for accessible explanations means he can insert his ideas into the pop-cultural nomos with ease. There is indeed a top-down dynamic at work here, and it's worrisome.
All of this has made me want to read more Herbert Fingarette. Fingarette has done a lot of work in the areas of freedom and responsibility, and I think he comes down on the side of moral agency: there is some sense in which we are morally responsible for what we do. He talks about two senses of the word "responsibility": (1) being the locus of action, and (2) being the locus of moral agency. In the first sense, being responsible means being the locus of a given action. In the second sense, it refers to being an accountable moral agent. The first sense applies when we think of, say, a bear attacking someone: no one seriously attributes malice to the bear. The second sense is more in line with how we approach premeditated murder: the killer is not only the enactor of the murder; he is also someone who can be held accountable for having done wrong.
Harris's way of thinking detracts nothing from sense (1), but it certainly complicates our evaluation of sense (2). I may watch this talk again soon. If I do, I'll likely have more to say on the matter.
*This is somewhat unfortunately phrased, since the term "illusion" requires a self that grounds the perspective from which illusions can be perceived. Harris might have done better to say that the self doesn't exist.