William F. Buckley once famously described conservatism as "standing athwart history, hollering, 'Stop!'" And there is certainly an element of truth to that. One of the jokes I frequently tell is, "I'm a conservative... there have been many changes in my lifetime, and I've been against ALL of them!" But it's only a joke. Part of the definition of conservatism is dependent upon what you are trying to conserve. A conservative in Russia may pine for the days of the old USSR, or even the Romanov dynasty. But a 21st-century American conservative would not (I'll leave alone the too-easy joke about a modern liberal's pining for communism). In my mind, what I would like to conserve includes many ideas once thought liberal. This includes not only "classical liberalism," but also the "progressive" innovations of the era of Theodore Roosevelt, some (but not all) of the New Deal of Teddy's cousin, Franklin, and the advances in race relations achieved during and after the 1960s. Reagan voted multiple times for FDR, and famously said of the Democrats, "I didn't leave the party, the party left me." And I have said many, many times that I would vote for Harry S Truman in a heartbeat.
However, I do wish that someone (anyone?) was hollering "stop!" a little louder at the direction I perceive our country to be going right now (and not just since the last election, either). I have written before that England is no longer the England she used to be. I would further say that most if not all of western Europe is far removed from the "western Christendom" that I believe gave us the greatest civilization in world history. And I worry that America is following that same path.
I rarely link to an article when I blog (under the assumption that nobody would read it anyway). But I'm making an exception. This item is a commencement speech given by Mark Steyn that may be one of the best answers to the question of why I am a conservative. It's not that long--I highly recommend it.