This is something that is and should be deeply personal to you.
Keep in mind, you don't need to pledge allegance to anyone or anything if you don't want to. Finding inner peace with spirituality can happen a hundred different ways.
If you do indeed feel you need to belong to a religion or worship a diety, research as many as you can and see which ones either fit your beliefs or come close. Meditate on dieties and see which ones comes to you.
Whilst I fully agree with nevermore I would also add there are such things as eclectic religeous followers which mean it is possible to take a number of religeons and combine them for the best one for yourself, just something to keep in mind is all
Are the Egyptian Deities familiar to you? Check out Kemeticism.
Do you like structure and initiation? Check out Trad Wicca.
Do you have interest in Anglo-Saxon/Viking heritage? Check out Asatru, Heathry or Odinism.
Check out Chumbley, Schulke and Artisson...then you may like Traditional Witchcraft.
Do you love Irish mythos and legends? Check out Celtic reconstructionism and Druidry (there are various types of Druidry as well...so check those out).
If you have specific questions, feel free to PM me. I can always send you links and books to check out.
Ole, I just have to say I agree with all the advice given. However following different Deities to fulfill your belief, also means being true to a good moral standard. That's just my opinion.I worship/pray to different Deities a swell but I also have to keep a good balance to proper morals. What I'm trying to say is I'm not a Wiccan,so I don't always follow the "do as you will, no harm to none" BUT I do believe is many ways we reap what we so. And can't just go willy nilly about what spells to cast for what reasons. P.S love your bio pic where did you find that