Silly question; I know, but I need to know: How does one go about becoming a member of a church?

Family-wise, my paternal grandmother was southern Episcopalian, my maternal grandmother is a non-practicing Church of England Anglican-Protestant (or something like that). My sister is Catholic by marriage but only goes once a year. No one else in my family goes to church and the closest I've come having a religous "experience" inside a church was by default because the town church was also our school bus stop. Those services included a lot of yelling and stomping and I didn't like that, so at least I know that "quiet devotion" is more my speed. Also, is it appropriate to "try-on" different religions? Can anyone recommend some good books on each? I'm single and don't know if it's right for me to enter church without having some established family or friend ociation. I just don't know how to do it. Also, how does one "choose" a religion? Could I go to Temple or "Mosque" if I wanted to? To Saturday night Catholic M on Saturday and one of the Protestant-based services on Sunday to try out? If I've offended the sensibilities of anyone I apologize. I know religion is a deeply personal issue for many; but as for me, I keep saying I'll go but I end up stuck at the door. I just want to be able to say I made a thoughtful and informed choice but don't know where to begin. Will I get strange looks for walking in solo? Gotta tell ya: that's the scariest part. I've had some personal tragedies happen in my life of late, and I feel that I need more answers than what I've been able to come up with on my own. And is that bad? (To be one of those people who turns to religion as a last resort)? I don't feel I'm doing that, either. Because I've honestly felt very deeply that it was a choice I'd want to make if I only knew how to follow-thru on the seemingly simple promise I make to myself every Jan 1st: That I'll begin attending church.