Have you seen or read "The Life of Pi"? Funny, I was just talking about this is another thread... Pi follows 3 religions simultaneously - Hindu, Christian, and Muslim. This may seem conflicting, but he sees it as seeing God manifest in different ways. It makes sense if you consider that Pi was Hindu first, and they are polytheistic. He "adds" Christian and Muslim beliefs since he sees them as additional ways God manifests himself. Under the umbrella of Hinduism, it works for him.
I was raised in a fundamentalist Protestant home, but have strayed significantly from that over the years. I pursued Wicca and various New Age beliefs for years before devoting myself to Buddhism. I personally dislike practicing multiple religions at once because I find that the depth of devotion to and meaning of each practice is lessened. I'm not saying its wrong for others, this is just my individual experience.
So I spent many years of soul searching before finding a path I feel I can follow wholeheartedly. I like the feeling that I'm following a set path that is "tried and true", a path that has led others to enlightenment. But we live in a world where spirituality is changing. We do not follow a religion simply because it was taught to us as a child. We are exposed to many belief systems, and I think this is very positive overall. It forces us to truly examine ourselves and rise to another level of spirituality.