Let's see.
In my opinion, religion is a way out. a release, something to keep you away from this world and your troubles, something that explains what we're here to those who want to believe, it's a ray of hope, believing there's something bigger, more powerful than us, something transcendental, with no limits.
That can be good and bad, depending on how people choose to act, based on it.
Let's take two examples, a good one, and a bad one (I'm doing Catholics, since I know them better):
"An old man is struggling with bone cancer (it hurts, horribly), he doesn't have much time left, but he's afraid of dying. Somebody comes by, and introduces him to a merciful God, who will take care of him if he repents his sins, and chooses to believe in Him. This old man decides God's real, and there's a heaven. He will now let go, stop the insane suffering he's been through (he dies)."
That old man died happy, believing there's something after this life, something better, that will last for all eternity. A place where his loved ones have been waiting for him, and where he'll be waiting for the rest of them.
Doesn't that sound good? Even if it's a lie (which I'm not saying it is), it brought peace to the old guy and his family.
"
Now my experience.
I'm... sort of a Catholic.
My grandmothers tried to turn me into a "real Catholic", since I was like seven years old. By that, they meant I should attend mass every Sunday, confess every month or so (minimum), and do more stuff I can't remember, lol.
My parents didn't ever go to mass. One day, when I was like fourteen, I asked them, and their response was exactly what I wanted to hear, and what I still believe in.
I do believe in a God, but not in the vengeful old testament God, who will condemn you to eternal Hell for not going to the church every Sunday.
I believe in a laid-back God, who created us to be free. That's why we can think, that's why we're rational. We can decide whether or not we want to be good, or we want to serve him. And how we want to serve him.
I pray, I don't "say my prayers", like the Lord's Prayer, I try and well. Have a conversation with God. I ask for stuff, offer stuff, say thanks, etc.