Lying about that is retarded. My woman's old country italian catholic, and im basically agnostic. we communicate well, and we both maintain a certain amount of discourse with each other's beliefs, but i could never tell her "Hey Babe, I think I'm Catholic now!"
Actions like this actually represent a severe disrespect for the tenacity of a "believer's" conviction. It basically means that you don't comprehend how important it is, or that you don't take it seriously. Believe me, she takes that shit seriously.
If you're just looking for something to believe in, well, that's a different story. Jump on in. As far as I'm concerned, one's no better'n the others. My dad once told me that "religion and US politics are very much alike. They basically all mean the same shit, it just came from a different animal." He still gives me shit for voting...