Your religion does not have bearing on your afterlife. Your religion has bearing only on this life. Religion is not the be-all end-all of your existance and thinking that way is foolish. It does help you work on yourself and can affect your soul's journey but one religion that completes one person is not necessarily good for everyone.
Religion is a guide for your life. Different people need different guides and so there are different religions. You take a person with a massive ego and teach him christ, saying 'turn the other cheek' and he will learn right. You teach a person with a low self-esteem the same thing and he'll move further into doormat-ness. Likewise, if you teach an egotistical person Judaism where the teaching is 'eye for an eye' then he will move further into greed - but someone with a low self-esteem will have a moral message that helps them deal with negative people.
Your social situation is also a bearing on what messages you need to hear. If you're in a warrior society you'll have a religion that encourages strength and honour. If you're in a 'civilized' society you'll have a religion that encourages art and vision.
Religion teaches you morals, be they good or bad, appropriate or not. Religion helps you operate appropriately in THIS life. If you are part of a religion appropriate for your personality and your social context, you will find your current life eased and you will find yourself become more whole.