About the Bible: Why One Book?

How did such a varied collection of writings, spread over such a long period of time ever come to be regarded as one book?  How could such a collection ever have a consistent theme, or a single harmonious message?

Just one thing brings together and unites all these writers in a common sense of purpose: the belief that they were not writing their own words, but God's.

Phrases such as "the Lord said", "the word of the Lord came to me," are repeated time and time again in the pages of the Bible.  This is the comment of one of the New Testament writers, Peter;

"...prophecy never came by the will of man, but holy men of God spoke [as they were] moved by the Holy Spirit.." (2 Pet 1:21)

"All scripture," said Paul, "is given by inspiration of God..." (2 Tim 3:16)

It is an extraordinary claim that the Bible makes for itself.  How can we test it?  Why should we believe it?