Always a fun topic, guaranteed to get people involved, one way or another. I think religion is generally a good idea, and everyone ought to have one. Usually they teach you about things like morals and ethics that you'll never hear about in Poly Sci classes, that help societies operate smoothly. Over at Theo Spark, there's this flow chart to help you pick one that suits your personality.
I, of course, am an Orthodox Viking. We believe everything it OK as long as you do it to excess. If a little is good, and more is better, than too much ought to be just about right.
I am noticing, however, that those of us who survive the experience for any significant length of time have a tendency to drift off into something along the lines of Buddhism.