You can be a theist without belonging to a religion. IMHO it is the even the most rational position.
I would order from most to least rational position:
Theism > Atheism > Religion
How is theism, believing that an event is supernatural until it is explained through natural processes, more rational than atheism, believing that we don't understand the event until we can explain it through natural processes?
I'm not talking about explaining an event as supernatural. I am talking about a general worldview. More precisely it is "Pantheism", or even more precisely the Conscious Universe model. The reason it is more rational is because it explains all the phenomena, ie. all the anomalous data, instead of ignoring them.
Religious worldviews are logically inconsistent and mostly irrational, relying on blind faith. I think we can agree on that. Atheists (more precisely Physicalists) believe in mainstream science, which is good because it is an improvement over Religion. The only problem is that is fails to acknowledge that mainstream science is also being manipulative or ignorant to some degree when it chooses to ignore "put off" all the evidence that supports conspiracy theories and paranormal phenomena. This is not being scientific, it is being willfully ignorant at the least. It is excusable though because it is a psychological hurdle that many people - including mainstream scientists - fail to overcome.
The Conscious Universe model incorporates these "anomalies" into a complete worldview that is logical and explains everything. Part of this model is the idea that Consciousness is fundamental property of the Universe, and that the Universe was created in conscious manner.