I think everyone at some point in their spiritual life has to look at their religious associations (if they have these) and question, seek, and grow in order to form personal connections beyond the strictly group/community experience. In most cases, there are legitimate choices to be made, largely due to our own personal gifts and interests.
As much as I encourage this process, I think there is a dark side that can potentially hold us back. That is our desire for control. This is something the "spiritual but not religious" have to sort out. Where is my ego, in it's survival/protection mode, retracting me back from complete trust and inner transformation and launching me into a protective experience in which everything has to agree with me and my world view? Here, I may select a lovely assortment of beliefs and avoid those that may cause me some inconvenience. Now the reality is that many of these "inconvenient beliefs", taken at face value, do trip us up a bit and maybe even trouble us. However, the longer we work with these we find that many of them really speak to much deeper, over-arching attitudes that we must move past or grow through lest they limit us and keep us from the real freedom that is our destiny. It's a bit of a paradox.
I suggest that many of us who value the spiritual, consider a model of integration rather than one of outright rejection of religious ideas that may actually help us along the way. When we move from childhood to adolescence we do not need to give up our sense of wonder, simplicity, or sense of enchantment, only the temper tantrums and the ignorance. When we move from adolescence to adulthood, there is no need to give up our sense of adventure and search for personal identity and relationships, it is only the emotional turmoil and/or anxiety that are to be left behind. We integrate that which is a rightful gift for our completeness into the next steps in life...not reject the whole thing outright. Integration focusses on unification of experience, so careful consideration of the values of religion, especially the holistic principles that undergird it's most deep and profound truths, is worthwhile. To not do so would be to risk an unnecessary impoverishment that is not our true destiny. "Let love be genuine. Abhor what is evil; hold fast to what is good."