Jesus saw the Self in his brother and discovered that as he healed his sister, he in fact healed himself.
Buddha discovered restlessness, falsehood and fear in himself, so he sat down and meditated until all that disappeared in the everlasting sound of Om.
Lao-Tzu saw the ups and downs of life and realized that all these oscillations took place around a perfectly visible Way. "Connect with the Way, and be free!", he passed on to us.
Lord Krishna appeared to Arjun on the biggest battle-field in the history of man and advised him to follow the calling of his soul. "Do your job Arjun, and be free!" is the wisdom of the Blue Lord.
You can try to follow established religions. You can dabble a little here and there. But in the end you may have to find your Way instead to trail a new path for the rest of us. What is your Way?