Richard Wilson's blog

One of the most intriguing sources of human delusion is what is sometimes called ‘confirmation bias’. We humans have a strong tendency to seek out evidence that confirms our existing beliefs – or decisions, and ignore evidence that calls those beliefs into question.

This phenomenon has been studied in some depth by behavioural psychologists. Changingminds.org gives one example:

Snyder and Cantor (1979) gave participants a description of a person called Jane that included mixed items such as sometimes showing her as introverted and sometimes as extraverted. A couple of days later, half were asked to assess her for an extraverted job (real estate agent) and the rest asked to assess her for a librarian’s job. Each group were better at remembering the attributes that supported the job for which they were assessing. This implied they were using a positive-test strategy when trying to remember things about Jane.  

Skepdic.org and About.com have more background on this fascinating phenomenon.