If which religion you follow is a matter of choice, then having any religion at all is also a matter of choice. You don’t have to have one.
What you choose to believe will be based on a combination of reason and emotion. There’s nothing wrong with that. It should a) make rational sense to you and it should b) feel good. If you don’t have high levels of both of those at present, put your world-view on hold and look for something more satisfying. My suggestion: start with a book on comparative religion that deals with the history of religious development, and follow it up with a simple book on the history of science. (For a new non-fiction subject, try starting with a grade school book with lots of illustrations. That way you can see how other people pray, and what the first machines looked like when they were working, etc.)
Those who lose their faith (whether or not they choose a new one) don’t end in despair. When you live within a world-view that you’re comfortable with, it makes you less conflicted, less stressed, more relaxed, more able to give your attention and energy to family and friends.
There can be a troubling loss of investment in the former faith, and a natural disruption within your circle of friends. But it’s no worse than getting married, or divorced, or changing careers or countries. If you think your current situation is wrong for you, you’ll almost certainly end up happier if you actively seek to change it.
An excellent resource for anyone (of any age or stage of life) thinking about these issues is the Reddit atheism sub-group. (Warning: this is one of those places where you can easily lose several hours, though your mind will be richer for it.)
Enjoy your life. The right choice is always the one that feels most satisfying on the deepest level.