We do have free will, but it doesn’t necessarily mean what you think it means. Many conceptions of free will are just incoherent; if you think about it, free will can only mean that your decisions are consistent with your history and character. In this sense, we can have free will even if our actions are completely determined; an action can be free even if it could not have been any different.
This, more or less, is Baggini’s conclusion in this excellent work of popular philosophy. He discusses a wide range of views and reaches a plausible and compelling position. The book covers similar ground to Ted Honderich’s How Free Are You? — broader, but shallower. Both books are well worth your time.