I'll refer to Albert Camus, a French Nobel Prize-winning philosopher:
"I would rather live my life as if there is a God and die to find out there isn't, than live as if there isn't and to die to find out that there is."
Given that Camus was Catholic, I don't think he was just referring to God in the general sense. He would've been talking about the God of Isaac and Abraham, the God that came to earth both perfectly human and perfectly divine and died for the sins of man.
When you look at it that way, you find the real point of his quote. I'd rather believe in God wrongly than not believe and end up going to hell.