I understand your thought process here very well. After having attained many of my life goals (hubby, house, 2.5kids/dogs, career, etc.) I felt a need to search for something spiritual. Fortunately, I consulted a therapist who specializes in JWs, Mormons and Seventh Day Adventist - "all who tend to preach the end of the world". He advised me to educate myself about other religions, their history, beliefs - make it a hobby to read and educate myself about other religions, but JOIN NOTHING!
Although it felt uncomfortable at first and my approach to other religious material was always heavily slanted with a JW supercriticism; over time, I began to fathom that religion is almost a need, like food and that people spend most of their lives searching for their purpose. At some point, when they have their basic hiearchy of physical needs have been met, humans start to search for spirituality. To be honest, at first, my studying made me very uncomfortable and more aware of what JWs offer.
On a different note, as a witness, I was always taught that ESP was "demonized" and yet I was quite perplexed on how to view the fact that I have two sets of twins in my family tree who definitely demonstrated abilities to "know" things and to complete each other's sentences. Wanting to studying the scientific and non-demonized approach, I fell in love with quantum physics...I think it started when I read the book "Dogs who Know when their Owners are Coming Home".
Today, I have really come full circle and although, it is good to always be open minded and looking to learn, I know longer feel this 'emptyness" but rather an overwhelming fullness of gratitude and spiritual presence in my life. That isn't something that you can easily accept at this point, but I just want to let you know that it is attainable.
Good luck on your journey -
v.