I did plenty of research into a LOT of religions, before "settling down" into a nice little celtic Goddess-worshipping faith. And most people I know, who convert, to ANY religion, do so with a better knowlege of the faith than those who were born into it seem to.
That sounds like what I would say, and I kinda settled into the Wicca or Celtic some whould call it. ^^ It's more calming and a religion that actually helps me relieve stress and clean out my aura.