This is a question that I can empathize with; I went through the process myself. From cult organization (not JWs but similar), to agnostic, and eventually to atheist/ existentialist. I was kicked out of the organization that I was in at the age of 13, and from that time until I was about 16 I went through a transition period. At the start, I just knew I was going to hell, having been rejected by the 'one true church'. (Funny, they all seem to say that.) It didn't even occur to me at first to seek other religions, since I "knew" they were all wrong anyway. Eventually though, I started seeking out some other church to attend because I did feel that guilt feeling you mentioned. I had been taught, and believed, in the 'seventh day' doctrine though, so I was rather limited in my choices. Either through personal experience, or book research, I went through all of the religions that had Saturday worship as a tenet of their doctrine, and eliminated them all eventually as viable choices, and began my agnostic phase. I still believed in god, just thought that all the religions had corrupted doctrines.
The more I thought about it though, and the more I read and searched, the more I came to realize that I simply couldn't reconcile what I knew to be true and ANY kind of belief in a deity. Things like the impossibility of Adam and Eve being the ancestor of every single human being; due to the science of genetics. (Ever ask yourself just where Cain's wife came from? Ever thought about the hypocrisy of Christians, who believing that incest is wrong, never stop to think about the fact that if the story of Adam and Eve is true, the first humans who were their sons and daughters, would have been forced to procreate amongst themselves?) Things like every minister, or preacher, or whatever their title was, dismissing out of hand any questions I asked them about dinosaur fossils as 'evolutionist heresy' or simply admitting they had no answer for me. I have BEEN to the Smithsonian, I have SEEN dinosaur bones...the fact that the bible doesn't mention dinosaurs doesn't make them go away. Ditto for archaeological finds of Cro Magnon, Neanderthal, etc.
Anyway, due to issues such as that, I finally moved on to becoming atheist by the time I was 16. One of my pet peeves as an atheist is when the subject comes up in polite conversation somehow, and people would look at me and gasp 'Oh my god you're a devil worshipper?! But you seem so nice!" Makes my blood boil...depends on my mood whether I bother to explain to them that not believing in god makes a belief in satan an impossibility, due to satan, the former lucifer, being a creation OF the very god I do not believe in. Though I must admit that for fun and spite I've been known to make goat-signs with my hand and chant beelzebub...beelzebub at folks who have been particularly annoying about the subject, lmao.
And finally, I found out about existentialism, which had the answer for me. For any who don't know, existentialists believe that you yourself must hold yourself to be personally accountable for whatever you believe to be your "sins" or what have you. Some deride this approach, saying that you can just say that anything you do is ok, and therefore you absolve yourself of any wrongdoing. Perhaps there's adherants of this philosophy who do go easy on themselves, but speaking for myself and all of the people I have talked to, we take it pretty seriously. It's sorta like having your own code of knightly conduct or whatever-and sticking to it, and berating yourself when you fail, as opposed to going to confession and getting a pennance or having some JW committee chastise you. I've had Christians I've discussed this with be shocked and apalled by my views, saying that is heresy, and that I'm playing god to myself. I suppose in a way that is technically correct, but I certainly don't have aspirations to godhood or a "god complex" or anything like that. One such person who said this was somebody I knew while I was in the military, and my answer to him was "Who is the better person: one who believes that prostitution's wrong on personal reasons and therefore does not use their services, or one who believes prostitution is wrong for religious reasons, but uses their services anyway because his church says all he has to do to be clean again is come confess?" Heh...that shut him up, since we were stationed overseas in Japan, and I happened to know he was married, and away from his wife, and that he had indeed done just that.