The problem with empiricism
Recently on Yahoo Answers, somebody posted a question asking Christians to say what they think the best argument against the existence of God is. Most of them said something like lack of empirical evidence.
Empiricism is the idea that all of our knowledge comes through sensory experience. Empirical evidence is evidence that can be apprehended through the five senses. If you're an empiricist, then you would demand empirical evidence for anything before you would consider it an item of knowledge.
David Hume tried to take empiricism to its logical conclusion in his book, An Inquiry Concerning Human Understanding. (I highly recommend that book to everybody, by the way.) What he arrived at was radical skepticism. The reason is that before your senses can tell you anything, you must first know a few things your senses cannot tell you.
You must know that your sensory experience corresponds to a real external world and is not just an illusion in your mind before your senses can tell you anything about the external world. You must know that your memory corresponds to real past experience if your knowledge is to cover anything beyond what you are experiencing at the moment. You must know the uniformity of nature if you are going to make any generalizations based on your sensory experience or arrive at any probabilities. None of these things can be known through your senses. If we don't know these non-empirical things, then we don't have any empirical knowledge either.
There are actually a whole lot of things we know that our senses can't tell us. We know the content of our thoughts, how we're feeling, the basic concepts of math and geometry, the laws of logic, that "ought" implies "can," and that the simplest explanation is the best (i.e. Okham's razor/the law of parsimony). In fact, we know many of these things with more certainty than we know things that our senses tell us. It's possible that we could be mistaken about what we're percieving (it could be an illusion), but it's not possible that we could be mistaken about the content of our thoughts. We know what we're thinking merely because we're thinking it.
But I think it's a little hasty to say there is no empirical evidence for God. The cosmological argument and the teleological argument both rely on empirical evidence.