If one were to adopt a subjective view of reality, like Steve Pavilina, then you would realize that all matter is an illusion, a dream. Your brain is no more real than the brain of your dream avatar while you are sleeping.
That said, if you believe you have no free will then it will shape the physical world around you to reflect that belief. If you believe you do have free will then it becomes a lot more like lucid dreaming.
Given two beliefs which you are unable to disprove, it is wise to believe that which makes you happiest. So I choose to believe that I have free will and that it is not an illusion. Believing otherwise only disempowers you and has no positive value.
RE: Belief in Free Will