The following is merely my opinion, so take it for what it is, but I think there is no objective basis to believe. I believe it is something, a spiritual experience that is bestowed upon you, that we actually had little-to-no part in creating or receiving. It's why I think Paul says, "8 For by grace you have been saved through faith. And this is not your own doing; it is the gift of God, 9 not a result of works, so that no one may boast." It's a psychic experience.
With respect to religion, it's difficult, because religions are man-made constructs and anything formed by and with and of man will be a frail imitation of God, and fraught with man's inner evil nature. Religion, as it was originally conceived in Exodus and through the wandering of the desert, was well-intentioned, but the spirit is willing and the flesh is weak. And then we have what I think you allude to, the evil of man who would use religion as a cudgel for social and hierarchal power-- the whole "opiate of the masses" aspect of religion in the hands of the drug dealers.
To that end, is there any "right" religion? Probably not. There is, to my belief of things, a triunal God consisting of YAHWEH, Jesus the Christ and the Holy Spirit, and there is a living and breathing doctrine for how to be in right relationship with God, chock full of promises-- promises of hope and promises of consequences.
But what does any of this mean for when God returns, when Jesus returns with his double-edge sword in a picture that is completely opposite of what most people would think, as the Western world has superficially condensed his nature to the hippiefication and one-sidedness of his time as Godman on earth (and failed to point to the scripture's description of when he returns to mete out justice), as it pertains to other religions?
I actually think there is scripture that points to the possibility of those who are missing the mark on earth, being given a final chance to have eyes to see and ears to hear. I don't quite buy the pluralism argument put forth by the blindman and the elephant parable, but it's similiarly related, I think.