This is, I guess, Woody Allen's version of Pascal's wager:
I was with Billy Graham once, and he said that even if it turned out in the end that there is no God and the universe is empty, he would still have had a better life than me. I understand that. If you can delude yourself by believing that there is some kind of Santa Claus out there who is going to bail you out in the end, then it will help you get through. Even if you are proven wrong in the end, you would have had a better life.
It's from an interview with Robert Lauder, and this is actually one of the more cheerful parts.