Faith is believing in something you can't prove. This does not necessarily make it less valid than something you have proved. There are many things that can't be or haven't been proved, but can't be ignored. Your use of faith will probably be on the same level as your use of "rational thought". If you have a well developed understanding of the world, your faith will not need to fill in gaps that it should not; if you have a well developed spirituality, your rationality will not have to fill in gaps that it should not.
Faith isn't only for religion. You also probably have faith in our government, some other governmental system, or anarchy. Most of these haven't been tested out thoroughly, and none of them have been tested under all of the conditions that will come along in the next ten years (and with any luck, you'll still be around in 30 years -- scary, huh?)
Most people seem to have faith in moral systems that are unprovable. (How do you prove a moral system?)
Since before the time of Socrates, philosophers have wondered how we know that the world we see is real in the sense that most people think it is. (Think Descartes' Method of Doubt, or The Matrix's mind control) We have no reason to think that the 'real world' is more real than the ones that exist in our mind. (And I use the word 'our' in a highly hypothetical sense.)
If you don't have an explanation, it is logical to pick what seems best or what has worked for others and stick to it until you find something more worthy to experiment with. So... faith is a mechanism for humans to cope with a largely mysterious world. Humans may get carried away and have wars over it, but humans will have wars over just about anything. Doesn't mean faith is bad.
Now, there are a lot of people who take faith on faith. This could be bad -- faith is a strong tool, and if over-applied, it can really get in the way of understanding the world. But now that we* have a justified** belief in what faith is and what types of things it should be applied to, we can use it without fear.
* I'm using 'we' in a highly hypothetical sense.
** Well, we have a start of a justification for one usage of the term. (Too many philosophers on E2 -- they wont let you get away with anything).