I was baptised as a baby, but didn't go to church for a long while and eventually started up again and was confirmed in my twenties. For me, that was about having developed my own belief in God and Christ, not about doing it because it was what I was brought up in. If you get baptised or confirmed as an adult, most churches will have regular meetings for a while beforehand to help you think about what you believe and what you are choosing - you could always ask at your local church about what they do and go along - if you don't then think it's for you then there won't be any pressure, but you'll maybe be clearer about it all.
If you do get baptised, you'll have to "agree" to some things about your beliefs - I've put the words to the new Church of England baptism here, but I expect the Roman Catholic service has similar things. It's worth thinking how you would feel about standing in the church and saying these things - but that is the sort of thing you'd talk about in preparation meetings.
Do you reject the devil and all rebellion against God? I reject them.
Do you renounce the deceit and corruption of evil? I renounce them.
Do you repent of the sins that separate us from God and neighbour? I repent of them.
Do you turn to Christ as Saviour? I turn to Christ.
Do you submit to Christ as Lord? I submit to Christ.
Do you come to Christ, the way, the truth and the life? I come to Christ.
In my church as a child, there was pretty much a default that when you got too old for Sunday School you'd do confirmation classes and get confirmed. I didn't, as I had no interest at the time, but I can see that people could easily just go along with it without much thought. That's why I think it's better to delay confirmation until adulthood when people may be ready to actually think through it with more understanding, but admit children to communion before confirmation so they don't feel they are second-class for not being confirmed.
solidgold - I've never heard of any church having an "unbaptism" or "unconfirmation" and I can't see any wording for a service anywhere. It may be that someone like the humanist society would do something like that, for people who want to specifically do that.
I was baptised when I was 19. I hadn't been brought up in church, although my parents weren't actively against Christianity, and I had been given the opportunity to make my own mind up.
Aged 18 I decided I needed to explore some of the deep questions of life, like did God exist, what is the point of life, what are our responsibilities to other people, etc. I decided to try Chrsitianity as a way of life, started going to church, read some books about it, and felt that this was the right way for me to try and live my life.
So after a few months I decided that I should be baptised as a mark that I was a part of the church and that I had given my life to following the way of Christ. It was a lovely service, with my parents and friends (some churchgoers, some not) coming along, and I felt it publicly affirmed the decision I had made.
And 17 years on I am still a Christian and am very glad that I made that choice when I was on the verge of adulthood.