I've become very fond of the Simulation Hypothesis. Not necessarily the idea that we are simulated by advanced humans, but the idea that our universe is the product of some external intelligent system.
I'll explain using Conway's Game of Life as an example. (If you haven't downloaded Golly yet, please do.) From the perspective of an intelligent system in Life, the ever expanding 2D grid it calls home, is the universe. It would see cells as indivisible subatomic particles, simple patterns as atoms, and patterns of patterns as molecules. It wold try to understand the mechanical laws that control partical interaction. It would be dumbfounded by alive cells appearing out of nowhere for no apparent reason, and cells that should be alive suddenly die. The intelligent being would wonder why it's there, and how it got there. Even once it had figured out the laws that govern cell birth and death, it would still have no idea that we are the reason that it and its universe exist, and the reason that cells appear and die randomly. We are both the source of its existance, and the source of all randomness it perceives.
I realize it's a bit of a stretch to imagine a self-aware pattern in Life, but it's theoretically possible, and could simply be hypothetical if you would like. The interesting thing is, this could describe our universe almost perfectly. We understand much of how our universe behaves, but we're stumped by qustions like what existed before the big bang or why do particles interact the way they do. Also, our subatomic particles are very similiar to Life cells, in that they exist in discrete states, and they have no real "substance."
It's well understood that what makes an object "solid" is nothing more than mathematical fields. (Here is another relevant Radiolab clip. I love that show.) So, reality can be reduced to math. Very similiar to how the Life universe is simply interaction of a bunch of imaginary particles dictated by a few simple math rules.
When I say we are the products of an intelligent system, I mean that our universe is a bunch of logical laws and mathematical formulae being computed by some external intelligence. This intelligence could be a superintelligent being, a supercomputer, or something we mortals cannot even comprehend.
These have only been my personal theories, and should not be taken as statements of fact. I don't even think it's possible to prove whether we are simulated or not. Please, tell me what you think.