I think looking at other religions is great. But you have to be careful. Look at the arguments of those that are both for and against the religions. Look at the propaganda. And then look at the expose' on the propaganda. Find people who love the religion, and then find those who are objective in their opposition to the religion. Going through this process, I found that all religion is a snare & a racket. For me it turned from a search for faith and God, into an educational exercise and helped solidify my views as an agnostic.
For me, I found that all the research and critical thinking that I learned while investigating my views as a JW was just as helpful in investigating and exposing the hypocrisy and false teachings of other religions. But I thoroughly enjoyed the time I spent learning about other religions and thought processes. After a while, you realize that there's not much difference between Jews, Islamics, Christians, etc. Most of them believe much of the same, just in different flavors, forms, and shapes. It's all the same crock of lies.