When I took a philosphy course a year and a half ago, this question naturally was discussed a lot. To be honest, after a short while it became very boring and useless to me. Why? Because it seems like they are often asking questions that will never have an answer under any circumstances.
I know I exsist. I think, I feel, I touch, I see, the list goes on. Others will say "you can't use those as defining factors.", well, what else am I to use then? They take the argument and break it down so far to the point where from my point of view it doesn't exist anymore and the point is from then on just moot.
I do actually wonder though the idea of "is this all an illusion" from time to time. It is interesting to question, and it has some validity to me as I experience things from time to time that have no explination to what is definined in the physical word, or are so coincidental that it there has to be deeper meaning to it all. I have wondered before if this is all an illusion and that everyone I see is a creation of mine from some other esoteric space that I do not have current access to. This explains the whole "I create my reality" idea that I do believe in. The problem is many contradiction come of it. I can't hold the idea that other people are meerly just an illusion because I believe that everyone is actually real. I can form meaningful interactions with them. But then how can I create my own reality, and witness the changes around me that I create, if others have their own free will and lives? I have "fixes" for these contradictions but they would take a long to explain and here is not the place for that. As at this point I am just talking to myself.
I like these kinds of arguments and discussions, but not the fundementals of it. In general, many popular philosphers just suceed in pissing me off or annoying me.