My bigger question, and one that we might not be able to answer here, is why one should think that one religion is "right" and the others are wrong? Why accept Jesus and not Mohammed? Why not Islam or Buddhism? When it comes down to it religious faith is, almost by definition, things one believes without proof.
This is the real question, isn't it? I came to the thread late, but if the title is "How do you get to Heaven", then the answer is, "Figure out which group has THE answer, and join it." That's not MY answer*, of course, but it is why they all mistrust and fight each other. And since they are all based on faith, and not on verifiable fact, you will always have conflict between the groups because of that old, instinctual fear of the Other.
In my experience, every group - no matter how ecumenical they claim to be - HAVE to identify some trait that separates them from the general population. Look at all the arguing about the differences between "science fiction" and "fantasy" that used to go one here before PodCastle, for example. Some groups take their arguing to extremes, others are more accepting of differences of opinion. Groups that base their criteria for membership on the Bible have a LOT of litmus tests they can choose from, depending on how they interpret the "instructions".
Someone asked earlier what the Catholics based their definitions of Mortal Sin on. There are loads of examples in the scriptures of either specific acts or general "immorality" being called an abomination to God, worthy of death; Catholic doctrines evolved from a process of catholic thinkers coming up with interpretations of those scriptures and putting them through a kind of "peer review" that would eventually get to the Pope, who would decide whether it was true or not. (You could almost claim they invented scientific method, eh?) The problem with this method is the passage of time; even assuming a) the original texts were actually the recorded Words of God, and b) accurate copies of the original texts were really passed down -- two assumptions I don't hold to be true -- later interpretations are bound to be flawed due to cultural and linguistic drift, changing the meaning and context of the words.
Protestant thought came from a rejection of that human fallibility that they felt had corrupted the authority of the church, and a desire to make their own rules based on common sense interpretations of the scripture. The problem there is that they also based their interpretations on new translations (translations from the original Hebrew/Aramaic/Greek, into Latin, and then into English or German, usually), which adds a significant amount of noise to the God Signal.
Mormons will tell you that their personal conviction of the validity of their beliefs IS proof ... sort of the "15 million Elvis fans can't be wrong" theory. Muslims will tell you that anyone who believes in The Book (referring to the Bible) is okay... but that expressing any doubt in the Quran or Muhammed is punishable by death and eternal damnation (so saith the Koran for Dummies, amen). I could go on with examples, because I was raised Southern Baptist, and our hobby was identifying what was "wrong" with any other given group, and explaining to members of that group why they were going to Hell.
Even the most accepting of groups... Unitarians, Taoists, etc. ... have their own hang-ups. Every Unitarian Universalist I have met has described hirself as a "recovering" something, be it Catholic, Baptist, whatever. (But they are a lot of fun to spend time with.) Their purpose is to get people in their group to stop fearing the other groups, though, which I find to be a very noble pursuit.
So, if you need a group to keep you in line and prevent you from being an amoral jerk, please do pick one. I'd rather you pick one that is more tolerant and accepting of others; stay away from evangelism, because they will send you to my door to bother me. If you don't need a group to feel safe, more power to you. I can tell you it can be awkward to think of things to say when someone sneezes, and it makes for some uncomfortable dinners with your religious family members, but it makes life generally much more enjoyable.
*MY answer is: f*&k 'em all; to get to Heaven, take the second star to the left, and head straight on 'til morning.