Well, regarding "where to go next", no-one should tell you go here or there; you are free to decide it for yourself.
And that's exactly the point: freedom. You said it, nothing is more important.
Which means, that if you embroil yourself in another religion, you will once again give up your freedom, at least a great part of it.
One of the main arguments of JWs when you announce that you no longer believe, is "Where else shall you go?" (in the way of apostle Peter's remark)
Well, my answer to that question is simple: Nowhere. We live in the 21st century, in the age of reason and science; we don't live in Peter's time when "no religion" was not an option (that's why he made that exclamation). One does not have to join another, equally false, religion just because he left the JWs. We are not sheep, despite what the WTS says. Maybe we were sheep some time in our past; it does not mean we can't "change back" to being human, free-thinking human, once again.