Currently an atheist. Catholic school for my entire life has tought me that monotheistic religions are definately not the way to go. I looked into Buddhism several times over the years for school projects and ect. and the more I learn about it the less I like it.
I would go for Greek/Roman. It is one of the more exotic choices, and I like the idea of gods that more akin to human with flaws as well as goals ... makes for much more interesting mythology. Plus, I would appear more cultured assuming that I was devout and I knew all of the myths inside and out.