I struggled with organised mainstream religion all through my childhood. I just knew deep down it neither made sense to me and felt totally wrong. In university though I enrolled in a Philosophy of Religion course. Not only did we do a broad exposure to world religions but we learned about how religion came to be and developed. For example, the idea of the anthropomorphism of God which basically is an understanding and theory that man created God in his own image and not the reverse. Anyway, something to discuss elsewhere. but, it really moved and spoke to me. Finally I had some answers and a discovery. It wasn't then about what I believed in but what I wasn't prepared to. For years I continued reading and exploring religion and spirituality until finally a form of practise I could feel comfortable with fell into my lap. It felt right and was a sense of coming home.
I am of the opinion that one should discover a belief system on their own. It is upsetting to me that people blindly accept what they are fed simply because that is what they were dragged to in childhood and told to. There are aspects then of mainstream religion that I find disturbing for this very reason. I am a preacher's daughter yet my father encouraged me to educate myself and come up with my own choice of how to celebrate the creative spirit even if it differed from his own.
Might I suggest a visit to BeliefNet and take a gander at their quiz. It is quite eye opening and educational.
Beliefnet: Belief-O-Matic, Religion Beliefs, What Religion Am I Quiz - Beliefnet
Anyway, enjoy your journey. A path that you are comfortable with will present itself.
And yes, one can be deeply spiritual yet not religious. I include myself in this.