Before disclaiming the existence of free will you should define what you mean by "free will".
Thought experiments usually suck, because they're based on assumptions that wouldn't hold water, or seemingly imply conclusions that don't make sense when scrutinized. To counter yours, it is perfectly possible to lie at home in bed with your eyes closed and decide which movie to watch. Then, in the store, your arm will simply execute the prepared plan and fetch the video you consciously selected before.
Obviously, there is some mechanism by which we make decisions. It is also quite obvious in human behaviour that our decisions are usually not the product of rational thinking. But IMO rational thinking is not a requirement for a free will. It is perfectly sufficient to have a decision making process that is not entirely dependent on external influences, and call that a free will.
I wouldn't be so quick to discredit thought experiments. I am sure there have been some useful though experiments in human history. Also the understanding of free will is not entirely based on thought experiments. There have been many experiments carried out in labs around the world. Coming to your point about deciding which movie to pick, do you have any idea how you picked the movie that you choose. There were probably 3 or 4 movies that came to your mind and then you might have a mental debate between the ones you thought of and then picked one. On what basis did those 3 or 4 movies come to your mind and how free are you to choose that which did not arise in your consciousness.