Without putting too fine a point on the historical realities, my temperament tends more toward the devotion of the Greeks and Romans than to any of today's world religions. Greek and Roman polytheism was transactional - you sank limited time and resources into honoring a god because you expected to get something specific in return: healthy childbirth, continued success in business, victory in war. There was nothing like the endless faith Christians have to sustain or the need to prosyletize. Most of the time, nobody really gave a shit whether you worshiped their preferred god or not - being devoted to Hermes in Athens (where Athena was the hometown hero) was probably a little like being a 49ers fan in Seattle. You want to get down with a new god, even a god from a foreign land, like Isis? You can get started today and you don't even have to give up your old gods!
By way of examining art and objects bound up in Greek and Roman religion as it was practiced in individual households (especially from Pompeii, Herculaneum and other towns that were frozen in time with the eruption of Vesuvius in 79 AD), this book gives a fascinating view into the aspirations, culture, and domestic life of people who lived two thousand years ago.
In case you're wondering, I'm a Hestia man, myself.