To the extent that consciousness is useful, it is useful in small quantities, and for very particular kinds of tasks. It's easy to understand why you would not want to be consciously aware of the intricacies of your muscle movement, but this can be less intuitive when applied to your perceptions, thoughts, and beliefs, which are also final products of the activity of billions of nerve cells.
Our ignorance of the cosmos is too vast to commit to atheism, and yet we know too much to commit to a particular religion. A third position, agnosticism, is often an uninteresting stance in which a person simply questions whether his traditional religious story is true or not true. I call myself a possibilian. Find out why.