Chinchilla, there is a part of Christianity that makes this really difficult to answer. God is a savior of persons. He desires a personal relationship with each and every one of us. As a result, each person's reasons will be different, and it really comes down to your own personal reasons. That said, I'll give you some of the reasons that I have.
1) Sacrificial Love. There are other religions with a focus on love, but many of these (eastern) religions focus on self love. On seeking to discover yourself, to discover and develop above all else a love for yourself. On the other hand, christianity teaches that love for ones neighbor is second only to love for their savior and maker.
2) Absolute Truth. Christianity teaches absolute truth. Without it the world I see could not exist. Without absolute truth, the world is useless, there is no hope. This is quite a deep philosophical idea, I apologize for not giving it the completeness that it deserves.
3) Direct Interaction. God is ever involved with humanity. His word and spirit guide us daily. They encourage us and demonstrate the real-ness of both Love and Absolute Truth. God isn't distant, He is HERE.
4) Bible. Christianity's holy book. There are sites that do provide evidence of the historical accuracy of much that is recorded in the Bible. The age of the documents used to build the Bible, along with the fact that they weren't lost provides some further evidence to its importance. Personally, this evidence never really seemed convincing to me. In the end my belief in the accuracy/truth of the Bible came as a result of following a similar process to Descartes' systematic doubt. In the end, as with Descartes, I had to find a single belief that could not be doubted. Without this most basic truth, there is no way that I could accept anything at all. For Descartes that belief involved the existence of God and his own ability to think. For me that most basic belief was that the Bible was truth, and the God of the bible was truth. Without belief in an external benevolent being(s) there simply is no way to accept our own existence.
Hope I didn't lose you. Your question is one with huge philosophical implications. It has been studied and debated for years and years. If you truly seek some answers, there are several theologians and philosophers who have wrestled through this and written about it. In the end, though, I believe they all got to a point where they had no choice but to have faith in something. I find Love to be the driving force behind my faith in the God of the bible. No other being real or imagined, supernatural or or otherwise has exhibited such love.