Relativity explains smaller scale objects and those that approach the speed of light. Newton could explain large scale objects, but when they were accelerated his theory of gravity fell apart.
That being said, on really small scales gravity appears to fall apart completely. Thus giving way to the atomic forces.
The understanding of gravity isn't complete, but saying you don't believe it because it's a theory is just about the dumbest thing I've ever heard. It's not something you believe or not, it's something that happens, unless you're going to argue that you're not being attracted to this large planet as a result of your mass. In which case your theory is worse than the theory of gravity and I promise less people will agree with you than the amount that don't "believe" in gravity.
Gravity's best bet for explanation currently resides with string theory. However, String theory was developed not through scientific experimentation, but rather someone came across a formula in a math book and thought....hey that represents what I think of as the universe very well. Granted it's been modified, but I find it extremely shady in general.