As to what people get out of religion, or possible why so many exist (assuming many if not all are false - which is not my opinion, by the way, so don't flame me on that basis), I've heard a lot about why so many could exist - I mean, even no one probably believes someone woke up and decided, "hey, I'm going to start a new religion." That's just really not likely.
What might be why so many of us cling to faith now, is that we've seen that we are in a huge universe - and many might not like the idea that we're all alone in it, or that there are other smart beings, possibly more advanced then us, possibly watching us (which gives a whole new meaning to Santa knowing when you're awake or asleep). People might cling to God as a way to guide their lives, to believe that they exist for a reason. It is a little scary to think that you are not alive for a reason, I suppose.
Also, if there were no religion, no form of judgment of your deeds after you die, people might do anything they wanted, because there would be no punishment, right? It comes down to morals, I suppose, but not everyone has very strong ones.