There is a strong link with education. Highly educated people are less into conspiracy theories - they tend to feel more in control of their lives, are less likely to believe in simple solutions and have stronger analytical, critical thinking skills.
Most conspiracy theorists are not well educated, non-tertiary educated, worked in manual, menial jobs (salt of the earth folk generally but just not too bright), they like to clutch at straws and look for simple solutions to complex issues. Conspiracy theories make them feel they have more control over their lives, and also easy to explain some of their failings in life if "the powers at be have been holding them back and conspiring against them" all along.
It's notable that they usually believe in multiple conspiracy theories - 911, Moon Landing, JFK, New World Order - they generally lap them all up - the stereotype of being in their mother's basement wearing their tin foil hats is often not far from the mark.
