I'm not an atheist - more of an agnostic but I will answer why I doubt the divine.
1) A divine entity does not explain anything in the world around me. Everything I can see around me has an alternate explaination based on additional evidence that I can see around me.
2) From a socialogical point of view, it makes total sense for a primative culture to create the concept of a divine entity to blame for their problems and to pray to for help. Every single culture that I have ever heard of has created divine entities for this purpose.
3) If every culture has done this, how can any one of them claim to be the 'correct' one. This seems extremely narrow minded.
4) How could a benelovent God (as per the bible) ever turn their back on a 'good' person, yet I have heard many 'devout' people say exactly this, just because the good person doesn't worship the correct god.
5) Divine entities have been used by man for so many nefarious purposes throught history. Why would a truely divine entity allow this. We have proof around us today of man-made religions that have many followers that honestly believe they are in the right. Scientology may be a brainwashing cult, but it is a religion and really, how different is it from many of the other 'mainstream' religions out there.
As for, do I believe in anything without evidence? I would have to say no. I take things on authority from sources that I trust have been sufficienty peer reviewed but I would never 'believe' something that I don't think there is any evidence for.