In a more general sense, consider the "laws of physics". People believe in them not because of their consequences, but because they explain reality (and quite well). So people believe in gravity because it has worked for them in the past, and because it has been verified.
Also... _not_ believing in gravity will not make much of a difference for your life (as long as you don't start jumping off cliffs of course).
EDIT: I forgot about religion. AFAIK, most people believe in religion because they have been taught/indoctrinated/raised to believe in it, and _not_ because they have (deeply) thought about the social consequences of their particular religion.
>and because it has been verified. //
That may be true for you but is essentially an appeal to authority. Most scientists claim to be falsificationists and the current agreed Scientific Method is one of Popperian falsification.
Your comment on cliffs belies an ignorance of epistemology - people didn't used to have a gravitational theory, as far as we know no animals have one, that doesn't mean you then jump off cliffs. One's beliefs about reality don't fundamentally change reality.
GP said:
>> People can hold beliefs because they have certain consequences.
> Nearly all beliefs are of this type. I believe the Earth orbits the Sun because it's helps me predict the seasons.
I think there are a lot of beliefs that are held not because they have beneficial consequences, but for other reasons.
Religion as a belief is held by most people because they have been brought up with it. (converts nonwithstanding)
Scientific theories are believed (i.e. held true, used for explanations of reality) because they predict stuff that actually happens and can not be falsified.
Both of these are not believed primarily because their belief has actual consequences IMHO.