I grew up not indoctrinated into a particular religion and allowed to grow up making my own choice as to my belief system. I had experimented with various faiths/views. I've always had my skeptic side but there's been times where i was very active in church and considered myself religious. Today i am a full-fledged athiest.
The main reason is because of my experiences with prayer. During the times when i've been at my lowest and have prayed for help, things typically always got worse. It got to the point where either i had to somehow reconcile there being a supreme being that really was that cruel and delighted in my torment or to not believe in anything at all - the latter option was much preferable to the former. When i think of religion/prayer, i get the metaphor in my mind of falling down a huge deep hole in the ground and begging for help only to be given a ladder covered with thorns which you attempt to climb and when almost out and have your hands on the ledge, God gleefully tap dances on your hands with stiletto heels, kicks you off the ladder and back down the hole and takes away the ladder leaving you not only back where you started but with numerous broken bones, no way out and laughing at your misery. Just like in the Depeche Mode song "Blasphemous Rumours" ("I don't want to start any blasphemous rumours/But i think that God has a sick sense of humor/And when I die I expect to find him laughing")
I know this has a good chance of offending the more religious people on here but i should also point out that even though i am very soured on the whole notion of religion, prayer and a benevelent higher power personally i also fully own up to that belief system/experience being solely my own and would never dream of telling someone else what they should or shouldn't believe.
Now i also have believed at times in spirituality vs religion and have bought into the notion of a universal subconscious which essentially serves the same functions/ideas as prayer - this idea though hardly not new has received a major "rebirth" in the form of "The Secret" craze. But again - been there, done that, got the tshirt - it gave me a rash. When i pray in all broken earnestness and sincerity that i need help and have no one to turn to than whoever's listening to my prayer, the prayer always goes unanswered and things get worse as if i'm being punished for asking. I no longer ask nor believe. But again - that's just me; i'm not saying this is the case; it's only what i've directly experienced and has been a strong consistent pattern and bring it up solely because the topic of the validity/effectiveness of prayer has been asked about.