The Wager (Pensee 233) - Pascal

I'll start by recommending that you read the whole of 233.  You can find it here (scroll down).  It's not long and it works as a stand alone.  The rest is worth reading too.

Pascal begins with a discussion on things that we know about but don't understand.  For an example, he uses the concept of infinity.  We know that there is an infinite amount of numbers but we can't understand how infinity can be neither odd nor even.  He compares this to our understanding of God.  We know about God, but we can't really understand Him.  How do we know?

But by faith we know His existence; in glory we shall know His nature. Now I have already shown that we may well know the existence of a thing without knowing its nature.

And:

If there is a God, He is infinitely incomprehensible, since, having neither parts nor limits, He has no affinity to us. We are then incapable of knowing either what He is or if He is.

God is beyond understanding but those who have faith have knowledge of his existence.  If this is the case, then we shouldn't blame Christians for not being able to explain their beliefs.  They'll openly admit that there are things they can't explain. 
So let's get to the main question: "God is, or He is not."  According to Pascal, there is no way to find out by reason.  At some point, you'll have to simply take a leap of faith.  And that is where the wager comes in.  You must bet one side or the other. 
Pascal then uses game theory to work out the best choice. 

• If you don't believe in God and are right, then nothing happens after you die.
• If you believe in God and are wrong, then nothing happens after you die.
• If you don't believe in God and are wrong, then you miss out on eternal life.
• If you believe in God and are right, then you win eternal life.  

According to this accounting, there is no downside to belief. 

Now, what harm will befall you in taking this side? You will be faithful, honest, humble, grateful, generous, a sincere friend, truthful. Certainly you will not have those poisonous pleasures, glory and luxury; but will you not have others? I will tell you that you will thereby gain in this life, and that, at each step you talk on this road, you will see so great certainty of gain, so much nothingness in what you risk, that you will at last recognize that you have wagered for something certain and infinite, for which you have given nothing.

This is one of the most powerful arguments for faith that I've ever read.