Guess what, folks? Probability and cosmology are weird when they interact. (Big Brain Theory: Have Cosmologists Lost Theirs?, by Dennis Overbye, January 15, 2008 NY Times.)
Basically, it appears to be more likely that we are some sort of naked brain living in an illusion of a world than that we live in the actual world we perceive. Roughly speaking, this occurs if we assume that the universe is infinite -- and thus everything that can occur does occur -- because a naked brain is supposedly much more likely to form by chance than the reality we think surrounds us does.
The obvious rebuttal, if one is wedded to this particular model of cosmology, is an evolutionary one -- maybe naked brains aren't so likely after all, because brains are produced (or so we think) by evolutionary processes, so is one really so likely to find a brain just sitting there without the biology in which it evolved? Overbye's article only mentions physicists; I wonder what (if anything) the biologists have to say. And I don't think our probabilistic understanding of evolution is quite to the point where the first sentence of this paragraph can be made rigorous. (On this point, I'd love to be told I'm wrong!)
edit: Sean at Cosmic Variance has written about this much more insightfully than I, and with links to a lot of the relevant research.