I think conspiracy theories come about because of human skepticism. Yes, you read that right. There are tons of people out there that just can't wrap their minds around the idea that a healthy young president was murdered by a lone nut with a gun, that men using computers less powerful than modern toys made it to the moon and back, or that a bunch of dumb asses with box cutters could kill thousands and demolish skyscrapers. So, unable to believe the "official story", they start looking for a more "sensible" explanation...one that is big enough to fit the importance of the event. Once they've reached their conclusion, they feel like the only ones smart enough to "get it" and thus a conspiracy theory is born.
As far as 9/11 goes...which is more likely:
A shadowy government conspiracy remote controls two commercial airplanes they then fly into the Twin Towers. The Towers have secretly been rigged with charges or thermite or something that has been placed in such a way to be unnoticed but be in the right spots to demolish the buildings. Tower 7 of the World Trade Center has also been set up to be demolished but they don't bother with an airplane for that one. Meanwhile, they disappear a third airplane before firing a missile at the Pentagon. Before emergency crews or people with cameras show up, they scatter airplane parts around the grounds to make it APPEAR the missing plane hit it. Finally, they shoot down a fourth airliner that they had agents "hijack" to make it seem the people on the plane were heroes. Pin it all on some Muslims, and you've got yourself a war.
A shadowy terrorist conspiracy picks a group of young extremists for a daring attack on American soil. These young men take pilot lessons and all book airline tickets for the morning of 9/11. Using box cutters they brought aboard the plane, they threaten the plane's crew into giving them control of the airplane and then crash the plane into a set of targets in New York and Washington. On one airplane, the passengers fight back and manage to crash themselves harmlessly (to anyone not on the plane) into a field. This whole thing is carried off because no on realistically thought anyone would be crazy/evil enough to do such a thing.
There was a "conspiracy" on 9/11. It was just carried out by some homicidal religious whackjobs, not the CIA.