This is what makes magic so difficult: The magician must sell people a lie even as they know they're being lied to. Unless the illusion feels more real than the truth, there is no magic.
-Magic and the Brain: Teller Reveals the Neuroscience of Illusion

Comments
Carter Beats the Devil by Glen David Gold
Mr. Sebastian and the Negro Magician by David Wallace (the same guy who wrote the novel that became the movie Big Fish)
I really think you'd like the first one. The second one is, to me, not as good a book, but interesting in concept.