Hmmmm. Don't think you can pick a religion as such.
Although I guess some do. I'm a Christian but I'm not "religious" in that my life is entirely based on my faith in God, but I'm not legally bound by rules or regulations like wearing certain clothes or reciting certain words - to me that's relgious but you could choose to do all that if that's what you're after.
The church I used to go to was full of "religious" people, but very few believed in God if you see what I mean.
So you could choose to follow any religion you want and adopt all their traditions etc, but unless you have faith in something bigger than yourself then you're kidding yourself on I think.
I was brought up by an agnostic mum and an atheist dad. I got interested in Christianity through friends at school, but never went to church. So I bought a Bible and started reading it. I asked around for advice about praying ( why?, how? etc) and after a year or so of reading a lot and questioning other religions, I asked God if he was real and could he prove it to me when I was 13.
I didn't have a big lights in the sky "experience" but I did suddenly have an overwhelming sense of peace, that everything was going to be ok. For a hormonal 13 year old that was convincing enough for me, having not felt peaceful for quite some time! So I guess I would call that becoming a Christian. But I've never been baptised - may do one day.
I got involved with a friendly traditional church (mainly old ladies, but lovely) and asked loads of questions. If Alpha courses had been around at the time, I would have loved that, but I just pestered my friends instead!
I'm a Christian because I believe the Bible to be 100% true. I believe God is real and interested and involved in every part of my life. I believe I've seen loads of answers to prayer and evidence of God helping me and supporting me and my family.
Um.. I could go on and on obviously, but the other thing I believe is that God will show people who he is at the right time for them, so I can only share my own experiences.