Have you experienced spirituality at all? Many people describe themselves as "spiritual but not religious" -- the implication being that they have an emotional connection to some form of god, but are not concerned with the dogma of any specific religion. If you haven't experienced that feeling of spirituality, it seems unlikely that you'll find it through specific dogma (though you may find other things of value, like a sense of community, by participating in a religion).
On a lighter note, you may want to look at this book. It's meant to be funny, but it seems like you're approaching your search for religion in the pros-vs-cons manner presented by this book.