I remember this sort of thing being initiated in the old Philly thread, but since that seems buried, lesnaught question it.
Free will is about as illusory as individuality itself, when we take a moment to contemplate our own rather insignificant place in the world. I like drawing parallels between us and insects, for in a way their microcosm is as relative to us as ours is to the universe at large. An ant, for instance, can be said to have no will at all, since it is a minion in a larger set, a cog in a larger machine. It works only for the mutual benefit of the colony and the queen, not for itself. Indeed, one can say that ants do not even have a concept of individuality, they cannot identify as 'I', only as 'we.'
Then again, even though they're the poster boys of Marxism, even the individual is guided by its own instincts: ants are too rudimentary to have intelligence, but they do have urges. The urge to eat or find food, the urge to avoid injury and defeat foes, the urge to mate, and so on. Of course, unlike ants, we humans are (usually) not subject to a hive mind which overrides our own impulses, and are intelligent enough to ponder outside the limits of our own ant-world.
It is true that we know little of the brain and even less of our own mind. It is perhaps here that philosophy can aid us. As far as I believe, the power of the human mind is the greatest natural power on the planet that we know of, and there is such a thing as 'picking' the outcome on the bases of our will. I'll not elaborate more here, since what I'm about to say had already been discussed in the original philosophy thread, but the concept of Shakti can provide a clue here.
Of course, ignorance is indeed bliss when it comes to philosophy, since an ant which does its job is placid and dies content. Some would indeed espouse such abstinence from mental intoxication, stating that it is not man's place to question workings beyond his control, as such worrying is fruitless, and they would be partially correct. However, curiosity is not a sin, and the closer we get to unlocking the secrets of our own mind, the closer we can get to evolution and enlightenment.
Coincidentally, today is my country's 70th Independence Day. Now, if we didn't have a notion of Free Will, what would we be doing? Still toiling under British enslavement?