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.
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This is a pretty good exposition of the “bundle theory” of consciousness. The idea is that “consciousness” does not exist: all there are are discrete conscious experiences, which combine to form the illusion of an integrated cohesive mind. This is the “ego trick” that we all play on ourselves.
These days I feel that this is something like the truth, but I will need to do a lot more thinking and read a lot more books like this one before I am fully comfortable with the idea.