Where to exercise your skepticism

Edge.org features an interesting piece by Nassim Taleb. He argues that maintaining a skeptical attitude is costly, so perhaps one shouldn't waste it on relatively benign things, like belief in god. Rather, he says, one should direct one's energy in submitting to empirical scrutiny the claims of market analysts, corporations, the media and the like.

I definitely agree that a healthy dose skepticism in those areas is very recommendable. But I am skeptical about two other assertions: (i) that religious faith is relatively harmless (ii) and that disbelief is a limited resource which requires an extraordinary expenditure of energy. Especially the latter assertion triggers my bunkum alert: where is the evidence? The use of technical sounding words resource and energy makes it sound like some sort of experimentally established result, and it may well be, but the references are not there.

Maybe resisting belief just feels like a very difficult thing to Taleb. Well, it usually feels sort of natural to me. Actually my doubting Thomas attitude often causes me grief in social interactions, when people complain when I remain unconvinced after they have told me some dubious factoid: Why don't you believe me? Do you think I'm making this up? You really will drown if you swim after a meal!
So much for anecdotal evidence.