I think we do have free will, albeit limited: our room for manoeuvre is constrained by circumstances. Some inherited from the past (such as a child inherits the socio-economic status of its parents), and from our environment. Whether these external constrains are social, political, or cultural in nature i guess depends on where we live. For instance a person living in the USA has alot more room for manoeuvre in their life to exercise free will than a person in North Korea.
A young teenage girl living in a shack with her mother who both work a 12 hour day 6 days a week earning a dollar a day in a factory in India making clothes for Western stores has inherited the socio-economic status of her parents and is locked in a generational cycle of poverty which will severely constrain her ability to exercise free will over her life. She has no opportunity to be the next Bill Gates. She has neither the time, the finances, the contacts, nor the education. If her circumstances improve it will most likely be due to general macroeconomic forces way beyond her control. Despite the myth propagated by media trumpeted rags-to-riches stories, studies have shown that social class is largely an inherited, fixed, generation to generation affair... social mobility is not as fluid as we like to think, even in the West. We like to console ourselves by trying to shift blame for poverty on to the moral failures or laziness of the individual rather than taking a look at the deeper structural, systemic reasons. The reality is that capitalism needs an underclass; it creates an underclass. It can never make us all middle class, let alone rich. The odd handful of feel good rags-to-riches stories doesn't change that reality. And ever since the era of Ronald Reagan and Margaret Thatcher wealth has been trickling upward toward those already at the top of the socio-economic scale, not downward... the average disparity in income is increasing in our society, and with it the constraints on the ability of millions to exercise free will in their lives. One can talk philosophically about free will but for millions on our planet it is a very real cold hard fact that confronts them in their lives every day.
Meanwhile, some constraints are shared by a group collectively in common whilst some are specific to the circumstances of the individual.
I do think that we tend to believe (or perhaps reassure ourselves) that we exercise more free will in our lives than we really do.