This is actually a pretty perfect describtion of my 'religion'. I can't follow any one religion; I always find inconsistensies and have problems just taking others on their word when they say something without further evidence. Rather, to me religion should be more like a way of life.
What I do is explore many different religions, think about them, learn about them, take what I find interesting, good and purposeful and leave the rest behind. I was born in a country that is traditionally Christian, raised by a mother with no one religion but a quite strong spirituality, have a whole bunch of pagan friends, am rather interested in eastern religions on my own accord, starred in the hard sciences at school and am currently taking education in psychology (and if religion tells you about anything, it's about people, in my oppinion).
Enough influences to make up a whole that doesn't really suit any one religion... So I just go on on my own believes and experiences, learn new things and change my views (religion if you may) accordingly. I'd love to find a church that supports this rather than pressing its ideas on you if only because I'd love to discuss my views with others and hear their views.