Just because they're two unprecedented scenarios doesn't mean they're equally simple explanations.
Not only do you need the complicity of Bin Laden and his associates, you also need the complicity of many people within the US and you need them all to shut up about it and you need Bin Laden and his associates to lie about what really happened and you need to hide any trace of this from investigators. This is massively more complicated than the banal explanation that the small group of people who say they did it, actually did it.
You just need your intelligence agencies to keep track of what he is doing and allow him to continue because the attack suits your purpose (e.g. finding an excuse to attack Iraq).
People have been talking about Israeli and Saudi conspiracies since it happened, so I think it's safe to assume that is what the real conspiracy wants people to think.