I was an evolutionary biology major undergrad, so I'm with you Zencat on the virtues of science in explaining our world.
I also had a bad experience a few years ago that made me 'want' to believe in religion. My most beautiful Sammy dog died, and I completely fell apart. I wanted so badly to believe that there was a heaven or some kind of afterlife because I didn't like to think that the beautiful creature that I loved so much just ceased to exist. I still don't know where his energy went, but my lack of understanding doesn't warrant a religious conversion.
I think so many people have such a problem with not understanding their world. Religion fills those information gaps for them. I'm okay with not understanding. I feel that if I live a life where I'm true to myself and I treat people well, then that's proof that I'm my own higher power.