Belief, is a state of mind in which our trust, or confidence, is placed in something or someone. And religion, well, religion seems to be synonymous with beliefs.
One might also call that "faith". Faith by it's very nature is something that you believe in and yet cannot be proved. I wouldn't say that all beliefs are shallow. I believe it's wrong to hurt others, I certainly wouldn't consider that a shallow belief. It's deep enough you could base your life around it's guiding principle. The JW's have taught me the shallowness of legality and conformity, not of faith and belief. I don't profess to be after some magical organized religious bullet, I'm after what feels right to me. Ultimately I'm the only person that can decide that. And when I've found something that is right for me that will be the Truth whether anyone else can prove it or not, whether anyone else believes it or not, and whether there is some organized group that supports my conclusions or not.