During Buddha's time, similar question was asked, and Buddha has given guidelines on how to choose or follow a religion; the advice of Buddha is known as the Kalama Sutta (in Pali).
"The Kalama Sutta, which sets forth the principles that should be followed by a seeker of truth, and which contains a standard things are judged by, belongs to a framework of the Dhamma; the four solaces taught in the sutta point out the extent to which the Buddha permits suspense of judgment in matters beyond normal cognition. The solaces show that the reason for a virtuous life does not necessarily depend on belief in rebirth or retribution, but on mental well-being acquired through the overcoming of greed, hate, and delusion." ~ Soma Thera
Kalama Sutta
The people of Kalama asked the Buddha who to believe out of all the ascetics, sages, venerables, and holy ones who, like himself, passed through their town. They complained that they were confused by the many contradictions they discovered in what they heard. The Kalama Sutta is the Buddha's reply.
• Do not believe anything on mere hearsay.
• Do not believe in traditions merely because they are old and have been handed down for many generations and in many places.
• Do not believe anything on account of rumors or because people talk a a great deal about it.
• Do not believe anything because you are shown the written testimony of some ancient sage.
• Do not believe in what you have fancied, thinking that, because it is extraordinary, it must have been inspired by a god or other wonderful being.
• Do not believe anything merely because presumption is in its favor, or because the custom of many years inclines you to take it as true.
• Do not believe anything merely on the authority of your teachers and priests.
• But, whatever, after thorough investigation and reflection, you find to agree with reason and experience, as conducive to the good and benefit of one and all and of the world at large, accept only that as true, and shape your life in accordance with it.
The same text, said the Buddha, must be applied to his own teachings.
• Do not accept any doctrine from reverence, but first try it as gold is tried by fire.