Yeah, me too. Long pain-in-the-ass journey though!
I have read quite a bit of religious literature myself.
The entire Bible, Koran, Baghavad-Gita, Dummapada.
None of them impressed me enough to be a follower though.
So far I have adopted John Allen Paulos' Yeah-ist religion.
In his book Irreligion he describes it as:
The best i have been able to come up with is the "Yeah-ist" religion, whose response to the intracacy, beauty, and mystery of the world is a simple affirmation and acceptance, "Yeah". This minimalist "Yeah-ist" religion is consistant with more complex religions (but not with the "Nah" religion) and with an irreligious ethics and a liberating, self-mediated stance toward life and its stories.