This question fascinates me also.
I remember when I was in attendance at my best friend's [JW] baptism -- which occurred about 10 yrs or so before my own -- she told me afterwards that she felt all "aglow with the Spirit" the moment she came up from the water. Naturally, I looked forward to the same thing at my own baptism. But ... nothing.
When fundamentalists have asked me if I've been saved, I've usually said, "yes, I was saved when I was in second grade." Partly just to shut them up, frankly, but also because I figured that a 7 year old who would take herself to church and Sunday school on her own must have had SOME special relationship with the Lord, and I did so I did, right?
Now, I've been exploring tales of reincarnation and these seem to dovetail nicely with those above who have mentioned "instinct", "intuition", "gut feelings", and pre-sleep problem sorting with "dreamed answers." According to what I've been reading, our guides or our previously deceased loved ones reach out to us in these and other ways when we're puzzling out problems or upset or in danger. These guides might alternatively be called "guardian angels" and in the life between lives spent in a 'heavenly' realm there is a universal understanding that there is a Source or Creator who is extremely wise, has allowed evil to exist as a learning experience, and who dislikes being called "God" because man has created so many false stories and attributes to "Him." This also seems to fit rather well with the essay Sixy posted -- how humans "feel" the divine presence fleetingly from time to time, but that "God" told the author not to believe in "God."
As the king in "The King and I" said, "Is a puzzlement!"
out