Skepticism is very different from religion. One way in which it is that there is basically just one thing everyone agrees on, which is that arguments should be based on reason and empirical data. If you adhere to this then it is ok to question everything else. Free will is one issue on which there are different opinion within the skeptical community and in the past few weeks Sam Harris, author of the book "Free will" have had a feisty written exchange with another heavy weight in the skeptical/atheist community, namely Daniel Dennett.
The exchange started with Sam Harris book where he basically argues that Free will is an illusion, and that when we feel as if we have done something freely it is really just the "conscious" parts of the brain that takes credit after the fact... Daniel Dennett do not agree with this view and eventually wrote a long response to Sam Harris which was supposed to put him straight. I have read this response and would love to tell you what Dennett says but unfortunately I must admit that I did not really understand the objections Dennett makes. Is there a Dennett for dummies book somewhere out there, cause I need one...
Anyway, the most recent development is that Sam Harris have written a response to Dennett's response. Again, I find Sam Harris writing to be much easier to understand, and perhaps for this reason I tend to agree with Sam Harris. I just see no way around the conclusions that he makes.
Anyway, I do recommend following the discussion. Everything can be found on Sam Harris blog: http://www.samharris.org/