As Americans we are individualistic freedom loving people. We want to make our own choices and decide what to believe for ourselves. But there comes a time when we must align ourselves with someone who we trust, someone with greater wisdom and faith than we have ourselves, who can give us some guidance. God understood that men needed guidance in the Old Testament times, when he sent the prophets. Jesus understood this when he gave his authority to the Apostles. God does empower men to speak for him, and when they are authentic, we had better listen.
Of course you must still make up your own mind, and decide things for yourself. This is true on a few levels. First, you obviously decide for yourself which person you listen to. You decide which faith is the most authentic, and most valuable to follow. Second, only you can decide how to apply general rules and principles in your own life. And third, you must decide for yourself on matters in which the church takes no clear position. Finally, there is an extent to which you will always be able to reevaluate your choice in who to follow.
One irony in the particularly severe modern aversion to letting someone else tell us what to believe is that instead of letting a proper authority inform our decisions, we let every wind inform us. Often this comes in the form of a child rejecting their wise parent in favor of another foolish child. Or it comes in a rejection of "organized religion" in favor of far more dubious beliefs. Most often it gives inordinate power to the information we all consume through daily life, the popular beliefs of our culture, the news, and entertainment. It is better that we choose carefully who gets to tell us what to believe than let our beliefs be blindly formed by the madness around us.
That said, making such a choice can itself seem to rely on little more than chance. There are a thousand religions we might encounter, and whichever ones we meet first (or at key stages in our life) are more likely to draw us in. We thus might do well to categorize religions, seeing their value on a whole, and then looking more closely at those with the greatest value. To me, even if they were true, the Eastern religions have little to offer. Hinduism and Buddhism both offer reincarnation, so we'd have another chance if we miss this one. Besides this, they tend to deny the reality of the world, while I have trouble believing in such a solid and consistent illusion.
Atheism is utterly unbelievable, requiring far more faith than I have. Agnosticism is a far more reasonable position than outright Atheism (most honest atheists will admit to really being agnostics), and I personally spent some time near its fence. But Agnosticism really offers its believer nothing. Further, I feel there is too much reason to believe in the supernatural to actually get up on that fence (If you are struggling with belief in general, I have some books which really helped me out with my doubts. I love Lewis's Mere Christianity, and found Kreeft's Handbook of Christian Apologetics very helpful).
The old natural religions like Shinto, the native American religions, druidism, and to an extent the religions of ancient Greece and Rome, must have a certain merit, appearing so similar in such diverse lands. But in my studies, it seems to me that what these religions are is a human attempt to reach the unreachable, to know the unknowable. They stem from the knowledge of God and sense of the supernatural which is in every human heart, but they have no revelation to make sense of it, so they use their imaginations to fill in the gaps. These religions really are just waiting for revelation to answer their questions (making neo-paganism ridiculous). The amazing thing to me is that monotheism actually can be discovered by human reason. Reading Plato, we see that before the Apostles brought monotheism to Greece, the philosophers had discovered that the many Gods of pagan Greece were not real. The reality they discovered through reason, was that there is one God, infinite in virtue, and the source of all good.
Thus, we are left with the monotheistic religions (of course there is much more to be said, and I have certainly oversimplified things, but these are my basic thoughts on the matter).
Judaism, while based in truth, is still waiting for their messiah. I find it very interesting to note that their sacrifices stopped shortly after the coming of Christ, as if in an unconscious recognition of Christ's final sacrifice. We see in Judaism an unfulfilled religion, a religion whose revelation and sacrifice ended with the revelation and sacrifice of Christ, but which is unable to recognize it. They are a faith that points to the true faith of Christianity.
Islam, I think, has fairly obvious origins. It was a fairly early deviation from Christianity, seeking to return it in some ways to a more Jewish style of monotheism. It is simpler than Christianity, without confusing ideas like "trinity" and "incarnation." It was founded by a man who was in some ways admirable, but was ultimately little more than a warlord. He was not a model of morality as was Jesus, suffering for his faith. His faith served him, gaining him wealth and power. He changed doctrines to apply specifically to himself (allowing himself to have more wives than he allowed the average Muslim). It still managed at one time to be a fairly good religion, though its current direction is dangerous. I mostly disregard it because of its founder.
Then there is the broad field of Christianity. We have here the one thing that really seems worth following to me. A loving God. A God who became man and died for us. Jesus Christ, who is the very model of righteousness, whose words were verified by countless miracles. Whenever I doubt, the greatest draw back to faith is this, I think of Jesus. I think of everything he said and did, and I know that it cannot be matched. Unlike Mohammed, he was a man who gained nothing and lost everything. He is the one worth believing.
Within the group of those who call themselves Christian, we have about 3 major historical groups (and many more theological groups within these). We have the ancient churches, the Protestant churches, and the modern prophetic sects.
There are only two major branches which can truly be called ancient: The Eastern Orthodox Church (which is actually a kind of collection of churches with strong similarities and historical ties), and the Catholic Church (the term "Catholic Church," meaning the "universal church," dates back at least to 100 AD). These two churches can claim historical pedigrees dating back to the Apostles themselves. Sadly these two branches were split in 1054 AD, but still they remain remarkably similar. To an extent these two churches, by their similarity, testify to each other's veracity, and clearly show how little their beliefs have really changed in the last thousand years. We can clearly see their centers, even to this day as being in the Mediterranean region (Greece, Turkey, Italy) which was evangelized by the Apostles themselves.
The Protestant churches broke from the Catholic Church in the 1600s. This was a scandalous time in the Catholic Church, where Popes, Bishops, and Priests were being lazy and sinful, odd theologies were being spread without much resistance, and people were getting fed up. This rightly led men to seek reformation in the Church. Some of these men (who we hear little about) remained faithful to Catholic teaching while opposing the abuses. Others took the abuses as a sign that the Church was fundamentally flawed, and needed a complete structural and theological overhaul. These ideas, combined with the always rebellious nature of man, and the nationalistic impulse of those who do not want morals dictated by "an Italian Prince," led to great wars and the rending of the Church which we call the Protestant Reformation. Showing extreme variety in belief and practice, Protestants were united by just a few major things: opposition to the Papacy, Sola Scriptura (belief that the Bible stands on its own, without need for interpretation by the Church), and usually Sola Fide ("Salvation by grace, through faith alone," a formulation that stood in contrast to the traditional Catholic formula of "Salvation by grace, through faith and works"). We see these churches as first originating in Northern Europe, away from the historic centers of Christendom.
The major prophetic sects appeared in the 1800s, originating out of the individualist Protestantism of America. Many people were disappointed by the current churches, and they were taught polemic accounts of the Catholic Church, and were led to believe that before the Reformation the church had completely apostatized. From this starting point many wondered if God might send a new prophet to restore the original Church. Out of this climate many arose, claiming to be the chosen prophet who would restore the Church. Here we see the roots of the Mormons, the Jehovah's Witnesses, Christian Science, Seventh Day Adventism, and some smaller sects. Of these, only the Adventists retain enough of the Christian tradition to rightly be called Christians.
You see that I have not divided these groups so much by Theology as by historical origins, and basic historical views. Also, they are divided by their views on what constitutes revelation. What information has God given us. Let me sum up their positions:
Prophetic Sects
History: Jesus established a Church which died out. God sent a prophet in the 1800s to restore that Church.
Revelation: The Protestant Bible and the special revelations of their Prophet (Ellen G. White, Joseph Smith, Mary Baker Eddy).
Protestantism
History: Jesus established a Church (but a loose, possibly non-hierarchical Church). This Church persisted, but eventually became encrusted with man made traditions and illegitimate hierarchies which needed to be wiped away.
Revelation: The Bible Alone (albeit without the 7 deuterocanonical books found in the Bibles used by the ancient churches), as interpreted by the individual reader (theoretically guided by the Holy Spirit). Private prophesies cannot add to the existing deposit of the faith.
Ancient Churches
History: Jesus established a Church which was meant to have a clear hierarchy, and which persists until this day.
Revelation: The Bible with interpretation guided by legitimate authority (theoretically guided by the Holy Spirit), and to some extent "Oral Apostolic Traditions." Private prophesies cannot add to the existing deposit of the faith.
An interesting thing to note is the way these churches seem to seek holiness and authentic belief. The ancient churches do it by a slow, difficult, and continuous process of internal renewal, much like a man does within himself. The Protestant churches do it by splintering and rejoining. Thus Protestant churches are constantly torn apart and reformed by warring factions. This creates energetic and united groups of believers, but it also creates endless division.
Oddly enough, in many of the prophetic churches, they see the endless divisions of Protestantism as a fatal flaw, thus they try to reestablish a stronger hierarchical structure, pointing to some innate recognition of the necessary structure of the ancient churches. Of course, being based on false prophecies, and born of purely human imagination, they cannot establish a hierarchy with legitimate authority.
has a chapter on this accusation, which quotes the 1941 New York Times, saying, "the Pope put himself squarely against Hitlerism," and again in 1942 The New York Times reported that, "he assails violent occupation of territory, the exile and persecution of human beings for no reason other than race or political opinion." It also explains that at the end of the war, the Jews praised Pius XII for his help. I'll note that the full quotes, and the rest of the chapter give far more evidence, but this suffices to show that there has been some serious historical revisionism going on.