Depends on what kind of religion you mean. I'll occasionally pop in to Zen or Insight meditation sessions, and I've definitely found them helpful. You'd be hard pressed to say that Zen isn't a religion, but since it's not theistic, I don't think belief is particularly necessary for the experience.

You might also check out Sam Harris's latest book. A noted atheist, he's recently written a book called, "Waking Up: A Guide to Spirituality Without Religion". I haven't read it, but I heard him on the radio last night, and it sounds like it is aimed squarely at your concern.