1) Some folks don't fully trust the media or the government. They believe in the old "trust but verify" concept. They want to ask questions and they want to examine and weigh the evidence. They say things like "Where is the film? Can I look at it?" so that they can decide for themselves. Got a bunch of those folks on this thread.
2) Some folks deny that anything funny could ever take place, and they believe whatever they are told. "Don't be a nut" they say. Got a bunch of those folks on this thread.
You missed group #3, the group that pretends that is just has unanswered questions, but is really committed to pushing a conspiracy theory, of some sort or another, because they don’t want to have to deal with the reality of a world where Sandy Hook might have actually happened. That group will never be satisfied even if you give them all the evidence they want to look at, or answer all of their questions. They’ll just seize on some other detail and spin a new conspiracy theory.
Some people claim that they don't trust the media, but they are basing their conspiracies on bits of information they heard from the media.
If they don't trust the media, why do they so sure that the rifle was in the car or that a Lanza double was found hiding in the trees?
They want to ask questions and they want to examine and weigh the evidence. They say things like "Where is the film? Can I look at it?" so that they can decide for themselves.
Maybe there isn't always film of everything. For instance a high school like Columbine is much more likely than an elementary school to have video everywhere because there are much more serious behavior issues with teenagers than elementary school children.
Likewise, there are obviously very legitimate reasons for not making every bit of evidence public property right away.
Even if they release pictures and video, there will always be those who say it is made up. There's nothing wrong with skepticism but some people are a little too paranoid and no amount of evidence will ever convince them that there isn't some dark conspiracy that is still hidden.
2) Some folks deny that anything funny could ever take place,
Sensible people are somewhere in the middle. They look at the preponderance of the evidence from multiple sources and decide what makes the most sense. They don't believe everything they hear, but they take into account that fact that giant conspiracies are hard to pull off and impossible to maintain permanently.