The one thing that puzzles me the most the most about why people choose just one religion revolves around the absolute enormity of the world in which we live. In the United States alone, there over 300 separate religions comprising around 3,000 different denominations. That is just in the United States which only makes up a fraction of the entire world.
Bahá'í: "And if thine eyes be turned towards justice, choose thou for thy neighbour that which thou choosest for thyself."
Buddhism: "Hurt not others in ways that you yourself would find hurtful."
Confucianism: "Do not do to others what you do not want them to do to you."
Egyptian: "Do for one who may do for you, that you may cause him thus to do."
Hinduism: "Do naught unto others which would cause you pain if done to you."
Humanism: "Don't do things you wouldn't want to have done to you."
Islam: "None of you [truly] believes until he wishes for his brother what he wishes for himself."
Jainism: "A man should wander about treating all creatures as he himself would be treated."
Judaism: "What is hateful to you, do not to your fellow man. This is the law: all the rest is commentary."
Native American Spirituality: "Do not wrong or hate your neighbor. For it is not he who you wrong, but yourself."
Shinto: "The heart of the person before you is a mirror. See there your own form."
Sikhism: "No one is my enemy, none a stranger and everyone is my friend."
Taoism: "Regard your neighbor's gain as your own gain, and your neighbor's loss as your own loss."
Yoruba in Nigeria: "One going to take a pointed stick to pinch a baby bird should first try it on himself to feel how it hurts."
Zoroastrianism: "Whatever is disagreeable to yourself do not do unto others."
Thus, if there is one true religion in the US, you have a 1 in 3,000 chance of getting it right. You have a better chance statistically of catching a baseball at a game (776:1), writing a book that becomes a best seller on the NY Times list (228:1), marrying a millionaire (220:1), getting on a plane with a drunk pilot (115:1), getting killed next year in a transportation accident (87:1) than you do with picking one correct religion in the US alone. In fact, you have nearly the same odds as fatally slipping in the bathtub/shower (3,333:1) and you have a much better chance of getting away with murder (2:1). 
With all that in mind, why would God create all of these different human beings in all of the many parts in the world if only one or a few of these religions get rewarded? It makes absolutely no sense at all. There are certainly people in places such as Tibet who may have lived their entire lives in remote regions that have never even heard of Christianity. So I guess God put them there just for the fun of it? Or perhaps the Yanomamo people in South America that were only discovered in the late 20th century... so I guess all of those who died without ever getting to hear about Allah, God, Jesus, Buddha, Vishnu, etc, etc, etc all get the short end of the stick? God spent all that time creating them and they get screwed because they didn't have access to the outside world? What sort of logic is that?
As for the notion that they get a "free pass" into Heaven, that is just as illogical. What? Some people who have technology have to work for it, but others get a free pass?
And we don't even need to get into the ancient Egyptians who believed in Amun-Ra or the Greeks who believed in Zeus, etc. They must have either been screwed or gotten a free pass as well I assume.
Doesn't it make more sense that God would have created different people with the aspiration that they could all go to Heaven just for doing "good" in their own way? Do they need to genuflect, do they need to wear a cross, do they need to wear kippahs, do they really need a prayer rug, do they really need prayer beads, etc, etc, etc to get into Heaven? If so, a bunch of people are going to be really ticked off after they die because only a small group is going to get it right.
So why do it? What are your odds that your particular customs are going to get you in? Isn't it better just to try to do the common things that all major religions teach? Doesn't that make FAR more logical sense?
Even if say for argument sake, Christianity is the only right religion, then I guess that man in Tibet gets shafted and that Yanomamo man gets shafted. It makes no sense why God would spend the time creating that life never to give it a chance for an afterlife if others do get that chance.
I would bet that there is not one person on earth that knows about every single possible religion because they are not all even accounted for. We sit with here with computers and forget that there are people who live in very remote places without communication to the outside world in many cases. So I guess they get shafted as well.
It would be like me spending my whole life replicating Michelangelo's statue of David 4 times and then just destroying 3 of the 4 for the heck of it. It makes no logical sense.
Think about the Golden Rule... "Do unto others as you would want them to do unto you." 
Now let's look at what other religions have to say about that:
Now let's look at what other religions have to say about that: Bahá'í: "And if thine eyes be turned towards justice, choose thou for thy neighbour that which thou choosest for thyself." Buddhism: "Hurt not others in ways that you yourself would find hurtful." Confucianism: "Do not do to others what you do not want them to do to you." Egyptian: "Do for one who may do for you, that you may cause him thus to do." Hinduism: "Do naught unto others which would cause you pain if done to you." Humanism: "Don't do things you wouldn't want to have done to you." Islam: "None of you [truly] believes until he wishes for his brother what he wishes for himself." Jainism: "A man should wander about treating all creatures as he himself would be treated." Judaism: "What is hateful to you, do not to your fellow man. This is the law: all the rest is commentary." Native American Spirituality: "Do not wrong or hate your neighbor. For it is not he who you wrong, but yourself." Shinto: "The heart of the person before you is a mirror. See there your own form." Sikhism: "No one is my enemy, none a stranger and everyone is my friend." Taoism: "Regard your neighbor's gain as your own gain, and your neighbor's loss as your own loss." Yoruba in Nigeria: "One going to take a pointed stick to pinch a baby bird should first try it on himself to feel how it hurts." Zoroastrianism: "Whatever is disagreeable to yourself do not do unto others."Isn't the commonality obvious? Doesn't it make much more sense to simply live a life trying to be a good person rather than trying to get into Heaven (despite the massive odds presented earlier of picking the "right" religion) based on how many times the rosary is prayed, or how many times one meditates, or how many times a prayer rug is used, or how many times the Bible is read, or how many times one attends church, etc, etc, etc. Doesn't it also make more sense for God to judge us based on our "good works" rather than how many times the rosary was prayed, or how many times a prayer rug is used, etc, etc, etc?
Ask yourselves this: How many times have you attended a Muslim Mosque? What about a Hindu Temple? What about a Jewish Synagogue? How can anyone possibly know for certain that you've found the "right" religion while not experiencing the others that millions upon millions of others find to be their salvation? If you haven't, then you are the person that sits there and insists that Pepsi tastes better than Coke, but you have only tried the Pepsi and never the Coke. Yet, you will be steadfast in your belief that Pepsi is better despite having no conclusive first hand experience to prove otherwise. Thus, the whole argument is invalid.
In the end, the realities are that if you were born in Iran, you'd have just as much zeal for Muhammad as you do for Jesus. If you were born in India, you'd believe in the Trimurti of Brahma, Vishnu and Shiva as you do for the Trinity of God, Jesus and the Holy Spirit. If you were born in Thailand, you'd have the same zeal for Buddha as you do for God. And so on and so forth. Thus to think there is one "correct" religion, when you'd be just as zealous for a different set of higher powers based solely on place of birth (of which you have zero control over), makes little to no rational sense whatsoever. 
In any event, to each their own, as there is no "right" answer. However, I'm sure it is no coincidence that these major religions all share many of the same common themes, certainly not limited to the Golden Rule. 
Peace!
