Hey,
I think herein lies a few problems. First is that reading the Bible doesn't neccessarily mean that by doing so, you understand it. Speaking again from personal experience, I've probably read the Bible in it's entirety over the course of my life thus far, yet until I became a Christian I don't really think I understood much of it. Something that keeps me coming back, is how such simple passages can contain such complex meanings.
I have read most of the bible, and I still find it completely unknowable. The reason Buddhism is appealing is it stresses the way you live your life and not who you believe in.
Doesn't Christianity do the same thing? Love your neighbour as yourself. Do not lie. Do not murder. Do not steal. Do not commit adultery and so on. God created those laws for a reason, because it's not fun to be lied too. It's not fun to have your possessions stolen. Do you think God thought, "Man, it's so fun to be murdered, but I want to have all that fun for myself, so you guys, you all 'shalt not murder'."? Of course not.

He created these laws for our protection. God designed the world with
intent yet through the fall of man in Genesis we became aware of good and evil, evil operates on the same level as good, yet in a different way, for a different reason. We were unaware of this until then and so God created commandments to protect us but not only that, to look out for each other!
Does that not seem better than the way Bhuddism teaches that you are solely responsible for your existance and elevation? When you boil down to it, that's pretty selfish and whilst it does lean towards helping others, and by nature helping yourself, it doesn't have any restrictions in place to govern this process.
Ok, how to explain...
Think about a soccer game. Think about 22 kids running around on a pitch with no rules. They want to have fun, and enjoy the game, but when the ball goes out of play, there is no whistle to bring it back. The pitch isn't marked properly and there are no fouls or rules. It's basically chaos, but the good intention was there to start with. Now imagine the ref shows up and draws the pitch lines, blows the whistle when the ball goes out and brings it back in play, and stops the game when there is a foul and so on. Suddenly, via the rules (laws) the game (life) is so much better, because the ref (God) cares about the players and looks out for them.
Does that make sense?
When you say go and find out do you mean just go read the bible and be closed minded or do you mean try a plethora of religions and beliefs?
This is a two parter. First up, reading and understanding the Bible I don't think needs to be closed-minded. In fact a good verse, which I truly have stuck in my mind in all these discussions, is:
1 Thessalonions 5:21
"Test everything. Hold on to the good."
God doesn't want to pull a fast one on you, and dazzle you with smoke and mirrors. He wants you to reason with Him, and to work things out. By saying look for the answers, I mean establish a foundation of faith. Normally a persons first reaction to being presented with the totality of God, is to go, "Why would He do that?" and that's the first stop, from there it's a rollercoaster ride that (fingers crossed) will end up with scripture saying a lot of things that deeply touch you and move you to declare God your savior. I mean really, at the end of the day if you don't have any serious objections to loving your neighbour as yourself, then you really have no good cause to reject Christianity. That's not meant as an ultimatum, I'm just sort of thinking as I type. To me being a Christian means upholding God's laws and demonstrating His love by living it in my life. Just as Christ did.
I would def have to choose a belief that is inclusive and doesn't discriminate against others or judge diversity with hatred.
Oh yeah, and this was my second problem heh. Sorry.

Basically, I get the impression you are looking for a religion that makes sense to you, those that do not, you reject. However the issue I have, is why does God need to be put in a box, and conform to your way of thinking?
That's almost something that makes me more confident in my position, as C.S. Lewis said, Christianity is not something I would ever have guessed.
We can't create a religion and pick and choose the bits we like.
I think that ended up being long, and I need dinner and then I'm playing some computer games with my wife. So back later! Adieu!
Cheers!
Digit