The thing that's always bugged me about the MWI is that it doesn't seem physically sensible. If something isn't physically sensible, than you need to check on your model. This happens all the time in physics - there are so many basic problems where you discard solutions or throw out different terms because they don't make sense. This is the path to successful understanding, rather than stubbornly sticking to your model and insisting that it must be correct.
The impression I get is that, if the math leads you to make a conclusion which seems like physical nonsense, then you ought to trust your gut, rather than trusting the math. MWI sounds like nonsense, and completely physically implausible, and that's far more convincing to me than claims that "the math must make it so."
By "physically sensible," what do you mean? When I say that, I usually mean something that my brain is good at modeling,
In what sort of situation would you expect a correct theory to not be physically sensible?
http://www.scottaaronson.com/blog/?p=1103
Eliezer's gung-ho attitude about the realism of the Many Worlds Interpretation always rubbed me the wrong way, especially in the podcast between both him and Scott (around 8:43 in http://bloggingheads.tv/videos/2220). I've seen a similar sentiment expressed before about the MWI sequences. And I say that still believing it to be the most seemingly correct of the available interpretations.
I feel Scott's post does an excellent job grounding it as a possibly correct, and in-principle falsifiable interpretation.