Something that was brought up when I discussed this on IRC with a few folks is that people tend to see connections and patterns in events that are on the surface apparently unconnected. There is a heavy element of people trying to make some sort of sense out of the unknown. Maybe its a flaw in how our brains work that makes these sorts of conspiracies and the leaps of 'logic' that the people who propose them seem plausible. And many of them do seem plausible on the surface, but even if you look further into a conspiracy the natural tendency to make connections starts to surface.
Another point that wasn't discussed, but seems a good one to bring up is that many of these conspiracies suggest some sort of shadow government, operating the puppets that we see from behind the scenes. The implication is that these people are so self-serving, so ruthless and so organised as to mastermind these sometimes global conspiracies.
Some conspiracies suggest there are centuries long plans for people to follow, and that long established families with lots of power, money and influence like the Rockerfellers, the Rothschilds and others are the real power behind the power, and as such they have a master plan that is known only to the few elite and that is slowly dispensed over many decades or centuries, in both overt and subtle ways, in order to bring about a world where the elite are in control of a small but manageable population (one suggestion is that they want a world population of around half a billion, and they point to something called the American Stonehenge, which has this figure literally written in stone). This suggests a level of organisation and single-mindedness that is very rare among one person, let alone a whole family or small cluster of families.