I, however, hold to no religion at all.
The basic questions that religions seek to answer are "Why are we here? What should we do now that we are?" I regard the first question as fundamentally irrelevant, and the second as having one simple, consistent answer.
To me, "why are we here?" is a question that has no relevance or meaning beyond the purely academic. No possible answer to that question changes the basic fact that we are here, and no possible answer to that question changes the validity of my answer to the second question, which I'll go into in a little bit. Since the answer cannot change anything, what point is there to asking the question, let alone devoting lifetimes to the study of esoterica related to different possible answers?
Professor Stephen Hawking, in his excellent work A Brief History of Time, lays out what I find to be a persuasive argument that the universe did not need a creator to come into existence. (If you haven't read it, do so. It's not as tough a read as you might guess. The argument I refer to is in chapter 9.) That no creator was necessary mandates, by Occam's Razor, that we proceed in our inquiries as though no creator was involved until such time as we encounter a phenomenon that cannot be explained any other way. This is why I find arguments for "intelligent design" and naked, outright creationism downright dishonest intellectually: those who espouse such so-called theories ignore a fundamental scientific principle in order to force the world to behave as their religion demands.
"What should we do now that we're here?" is a question that, unlike the first, has quite a bit of relevance to us, since it reaches to the heart of our behavior as a member of society. Every religion I've ever heard of agrees on one fundamental aspect of the answer, even though nearly all lay others on top of it. Those raised in the Christian tradition know it as the Golden Rule: "Do unto others as you would have them do unto you". I find that a perfectly consistent, workable, and above all right in some undefinable way, set of moral standards and beliefs can be constructed using nothing but the Golden Rule as its foundation - and that set of moral standards will differ from those espoused by any given religion only where those religions are fundamentally inconsistent with themselves. To take a current example, I find that the Christian community's condemnation of homosexuality and frenzied opposition to gay marriage is in basic conflict with their mandate to "love thy brother as thyself", for it is based on hatred and fear - surely not what they are commanded to do.
I do believe in the concept of karma, at least as far as the saying "what goes around, comes around" takes it. I believe this not because it is mandated by religion, but simply because I have observed it at work in the real world. This may be viewed as an extension of the Golden Rule, or by noticing that someone who sows helpfulness will reap help when needed as a matter of basic human interaction. A supernatural hand in the matter is not necessary for the effect to manifest itself.
I was raised in the Episcopal church. My mother is still observant, although her current lifestyle prevents her from being a regular at church. My sister met her husband from being involved in the church choir. I was an acolyte most of the time I was growing up. Even so, I never really believed, in the same way that so many Christians seem to. It was something that I repeated when asked, but most of the time, it never really entered my thought processes. When I started thinking about it, I discovered that I could think of no argument sufficiently convincing that I could support it. There was no particular crisis that brought this on, either, which tells me that I never really had the firm, deep-down belief that others do.
I suspect that, on the whole, my life is better off without mainstream religion. The conventionally religious would undoubtedly condemn my life as it now stands, despite the fact that I'm happier now than I have ever been. I see nothing in the Wiccan or Pagan religions (and if I screwed up by referring to them in this way, I apologize) to improve my life or the lives of those around me, and so feel no need to investigate them further. In particular, I reject the concept that man can cause sufficient environmental damage that life on Earth will be damaged or destroyed, and so find environmentalists concentrating on saving weeds and bugs to the detriment of people - a priority that's exactly backwards.
Perhaps some day a deity will introduce himself (or herself, if the concept of such a difference is meaningful) to me in a way that admits of no other explanation. Should such a thing happen, I'm perfectly willing to reexamine my beliefs. A former boss had just such an experience, and became a fundamentalist Christian because of it. I respect his choice, even though I cannot share it based on what I now know. Similarly, an experience such as Josie's with her patron goddess, Artemis, would convince me to take another look. Until such an experience happens to me, though, I can only go on what I know so far - and that means that, as far as I am concerned, there are no deities whose opinions matter to me. I must act as best I know how, without their putative guidance, based on my own moral compass. I think I've got one that will work, but in the final analysis, everyone must make his own choice in the matter.