“You should view the world as a conspiracy run by a very closely-knit group of nearly omnipotent people, and you should think of those people as yourself and your friends.” - Robert Anton Wilson
Initiations often involve suffering or sacrifice, either physical or mental ordeals. Some (like hazing ceremonies) seem like just self-perpetuating group bonding (Hell's Angels, body piercers, etc). 
Others relate to threshold crossing (weddings, bar-mitzvahs, funerals, circumcision, etc). Only a few seem directly related to consciousness and access to hidden knowledge. 
The 'being' travels over the River Lethe (forgetfulness of origins) and finally is dragged down by the mud and mire (between water and earth) - sometimes meeting spirits in the shape of hounds – and from that clay a physical body manifests (Earth), or if you prefer, a body gets ‘put on’ like a suit of clothes. 
To escape from this mundane level the 1st Degree Initiation or ordeal involves katharsis (cleansing), Baptism (Xianity), or Purification - washing the mud off, crossing the River Styx, passing Cerberus - the Guardian of the Threshold in the form of a 3-headed dog - seeing beyond the animal body, etc.
We emerge into the Psychic Realm of Water...an awareness of time and mystery (clairvoyance, prediction, memories, etc). Many people remain in that faith-based realm of Soul. 
The 2nd Degree involves seeking gropingly through mist, steam or fog (mixtures of water and air - emotional, non-rational, thinking) – but the theme of being lost or confused also relates to mazes and wandering in the wilderness. One has to confront the Dragon of desire, the tempter; the Sirens of memories and alluring thoughts and fantasies; the Monsters of doubt and fear. The help you may receive comes in the form of the transmission of words of inspiration, (Xian) Confirmation.
If you overcome the monsters and temptations, and do not fall back – then you can emerge into the clear calm air of space, and rational thought - The Word and the spirit (Latin: spiritus=breath, inspiration, etc) and pneuma (Greek: wind) – the lower paradise or Elysium - and maybe hang out with the angels (whoever you perceive them as).
One further step remains. One further Initiation. To go from Air to Fire, from the Lower to the Celestial Paradise, you have to ‘cross the rainbow bridge’, to pass through the Ring of Fire or The Veil or the Ring-Pass-Not, in different traditions. The Third Degree’s ordeal involves a Simulated Death, or a series of labours that must be endured...a final illusion to overcome. 
This final state of pure energy gets described as Fire, Light and Energy - and in most traditions the descriptions involve visual terms – Enlightenment – Vision – Revelation - Illumination, etc.
This brief summary does not begin to do the map justice, of course. I mentioned the traditional ‘river-crossings’ because in (say) the Greek Myths mosbunall of us revolve from Earth to Water and then are tempted back to Earth, etc. and get stuck in that uninspired cycle. I found a really interesting take on this - relating it to Egyptian Initiations, and completing the cycle. Go to this page, and scroll to the bottom...
As I often find human imagination more interesting than reality checks, I have really enjoyed Peter Lamont's "The Rise of the Indian Rope Trick: the biography of a legend", OR "How a Spectacular Hoax Became History".
Europe's fascination with 'the mystical East', the competition between unscrupulous newspapers, many humans' delight in self-publicity, some bad historical research, many improbable explanations, and later 'offered rewards' and we ended up with this vivid impression of something that never actually happened. Punter: "Did you see the bloke on tv last night, bending spoons with his mind?"Still, these books may help:
Me: "Yeh, but I've seen a guy working restaurant tables doing the same thing."
Punter: "OK, but that's just a trick. This guy does it for real!"
Me: (sigh)
In Simon During's new study of the history and significance of secular magic, Fawkes is a key figure. It was precisely his insistence - and that of those who followed - that there was nothing supernatural up his sleeve that allowed secular magic to be redefined as entertainment and performance and thus distinguished from "natural" magic on the one hand (what we'd now call science, or proto-science, or alchemy) and "power" or "real" magic on the other (what we might call "Frazerian" magic, the art of manipulating an audience into a set of beliefs and behaviours on the basis - usually - of an appeal to some transcendental construct, whether deity, spirit or ideal).
And here's a slightly more academic oneDuring does discuss spiritualism and ‘natural’ magic extensively – particularly with regard to their constant exchanges with secular magic (often involving the same performers) - but spiritualism and other forms of magics are only there to give a context for the secular magic that interests him. This stringent drawing out of the secular within magic makes for a very different book to others more concerned with the persistence of magic and superstition within culture (such as Erik Davis’ Techgnosis, David Noble’s The Religion of Technology, or Jeffrey Sconce’s Haunted Media). Taking the path through the secular within magic also enables During to outline a very different cultural power found within magic.Believing in Magic: The Psychology of Superstition Stuart A. Vyse
Although we live in a technologically advanced society, superstition is as widespread as it has ever been. Far from limited to athletes and actors, superstitious beliefs are common among people of all occupations and every educational and income level. Here, Stuart Vyse investigates our proclivity towards these irrational beliefs. Superstitions, he writes, are the natural result of several well-understood psychological processes, including our human sensitivity to coincidence, a penchant for developing rituals to fill time (to battle nerves, impatience, or both), our efforts to cope with uncertainty, the need for control, and more.Magic in Theory Peter Lamont & Richard WisemanVyse examines current behavioural research to demonstrate how complex and paradoxical human behaviour can be understood through scientific investigation, while he addresses the personality features associated with superstition and the roles of superstitious beliefs in actions. Although superstition is a normal part of human culture, Vyse argues that we must provide alternative methods of coping with life's uncertainties by teaching decision analysis, promoting science education, and challenging ourselves to critically evaluate the sources of our beliefs.
Magic, properly performed, is a complex and skilful art, and is capable of deceiving anyone. One of the reasons why so little information is available to non-magicians interested in the topic is that magicians are understandably relectant to expose conjuring methods. Magic is a secretive business. Psychologists have long recognised that they may have much to learn from the techniques used by magicians to fool their audiences. Parapsychologists are aware that many individuals claiming to be psychic use magic tricks to fabricate paranormal phenomena. Failure to detect such fraud can lead to serious consequences, including loss of funding and negative publicity. Greater theoretical understanding of conjuring and psychic fraud will raise awareness of how vulnerable observers can be. Parapsychologists, psychologists and magicians have all written about the strategems that lie behind successful conjuring. Each has approached the topic from different viewpoints. This book is an attempt to draw together these different theoretical approaches and present them in a way that is accessible to a non-technical readership. It is partly based on interviews conducted with present-day magicians, many of who are internationally recognized by the magical fraternity for their insight into conjuring psychology and theory.Straight Dope on Rope: Cecil often makes interesting points, and the Skeptics Dictionary has some great material.
As boring old PSICOP sceptics like Martin Gardner may not impress you magickians, and slightly pompous old farts like The Amazing Randi may not entirely convince you that all psychic workers use the methods of confidence tricksters and magicians, I would refer you to Penn and Teller as modern secular magicians who remain truly sceptical.
