Anecdotal evidence

In How Anecdotal Evidence Can Undermine Scientific Results, Michael Shermer has some interesting thoughts on anecdotal evidence. He states that humans are more inclined to think anecdotally than to think scientifically. He puts this down to an evolutionary imperative to pay attention to perceived danger, with false positives (i.e. false alarms) being relatively harmless, but false negatives (perceiving there to be no danger when in fact there is) potentially fatal. According to Shermer the human brain is therefore not adapted to weed out false positives. This requires scientific thinking, which does not come naturally to most people.

Shermer describes how the post hoc ergo propter hoc fallacy and correlation causation confusion led to anecdotes triumphing over science in the autism caused by vaccine controversy.

More on anecdotal evidence can be found in this Wikipedia article.