If I may respectfully say so, that doesn't logically follow. It is logically possible that all religions are wrong. It is equally logically possible that only one is right, as I believe. It is not logically possible that all religions are right.
Take Christianity and Buddhism for example, since they are so often favorably compared to each other. Christianity stresses that we can each have a personal relationship with God because He sent His Son to be the way.
Buddhism, on the other hand, teaches that we can avoid pain and attain Nirvana (annihilation) by overcoming "desire." That's actually a bit of a misnomer; what Buddha really taught was to avoid pain by not having any attachments, any relationships. If you are not attached to your house, your family, your dinner, you can't miss them if they are gone.
So on the one hand, we have Christianity, which stresses living in right relationship with God and our fellow man, and Buddhism, which says that we should have no relationships/attachments so that we can avoid pain. It is logically impossible for both of these religions to be true. It is possible that neither or only one is.
Therefore, I would suggest that you went about your search the wrong way. Your task should be to determine first which belief systems fail, either by obvious internal inconsistancies (which should always be checked by reading the best apologetic of those who hold the faith, to see if an apparent inconsistancy has a logical reconciliation), or by external ones (i.e. the belief system does not accurately describe the universe we observe, both the physical and the moral). Once that is done, you take those that still stand, and see what evidence each can present that it is not only not false, but that it is true.
I personally also recommend asking God, on the off-chance that He exists ;^), to guide your search if He wants you to find Him.
If you're interested, I'll be happy to point you in the right direction where Christianity is concerned, though you'll have to look elsewhere for fair and adequate help in researching other faiths--I've done my own study, but I'm hardly unbiased. Just freepmail me if you have any questions. If you're not interested in renewing your explorations, we'll just part amicably on that note and get back to bashing radical feminism's assault on the family. ;^)