9. The Matrix
The machines are keeping humans alive for their energy, without them knowing. However, upon many glimpses into the machine world, we can see that they own nuclear fusion reactors, which you have to assume would generate more energy than human beings. They would also be far less bothersome to maintain, as fusion reactors are less likely to try and escape, plus the entire Matrix would be unnecessary.
Another big one is that the Machines have built this world so humankind can go on living, blissfully unaware of what is truly happening in their world. If this world was built by those who need the humans to stay in it, why oh why did they build it in a time where computers existed and many people were extremely computer literate?
One more; Going into the Matrix requires two people. One to actually go in and out, and another to work the computer and hack into the matrix, as well as working the machines that send the people in. That being the case, how did Cypher get in there to make a deal with Agent Smith without anyone knowing?