In
The Hell of it All, Charlie Brooker points out the obvious problem with the conspiracy theories: paperwork. Most people can tell when a pen is misplaced from their desk, so arranging to demolish a large office building or shift large amounts of money around with no one noticing suggests a level of organization and competence that governments don't normally display. As he says: "Imagine the paperwork. Imagine the level of planning, recruitment, coordination, control, and unbelievable nerve required to pull of a conspiracy of that magnitude. Really picture it in detail. At the very least you're talking about hiring hundreds of civil servants cold hearted enough to turn a blind eye to the murder of thousands of their fellow countrymen. If you were dealing with faultless, emotionless robots - maybe. But this almighty conspiracy was presumably hatched and executed by fallible humans. And if there's one thing we know about humans, it's that our inherent fallibility will always derail the simplest of schemes."
Another of my own favourite books is
How Mumbo Jumbo Conquered The Earth by Francis Wheen. It's very hard to take things like management consultants seriously once you've read it.