There are lots of people who don't believe. I don't refute that at all. There are some that have investigated Christianity and other religions and found it didn't meet their requirements for belief. I don't doubt that either. There are many that wage war with religion and God, either in media or physically. I don't doubt that either.
However, I believe.
I would say to you, and any others that may be undecided, to check the veracity of your sources. Naturally since the Bible is true, most of what was contained in the Penn and Teller video was false. But I don't expect you take my word for it. Check it out for yourself. Penn and Teller's video stated that others (non Christians) wrote of Jesus and therefore they begrudgingly believe a guy named Jesus did exist. They didn't state what some of these folks wrote though, which I thought was curious since some were enemies of Jesus. Would an investigation of what they wrote would be prudent? Did these writers assert that Jesus performed miracles? What we did these writers think of the other Christ's? Did these writers conduct investigations? What did their investigations find? I think you will find the research interesting. Don't forget to read some of the gospels too. You may find a lot of proof in external resources that would surprise you. But don't take my word for it... Research...
Most importantly, God (the True and very real God), has promised that if you seek him, you will find him.