There's an argument sometimes made for the existence of God, known as the "God-shaped Hole" argument. The basic idea is that our lives are often unfulfilling, that this un-fulfilling-ness ceases to be for those who place their trust in God, and that this constitutes evidence for the existence of said God.
This argument is most commonly advanced by Christians. However, I feel that taking this argument seriously entails taking it not just as evidence for a God in general, but more specifically for the God - or broadly religious doctrine - who is most effective at giving our lives meaning and satisfaction. If YHWH is the most fulfilling deity to worship, then this is evidence for Allah. If the Hindu pantheon is most fulfilling, then the argument supports Hinduism. And so on.
So - what is the most fulfilling religion? Empirical measurement will be very difficult, because adherents of every religion wish to claim that their particular faith is the most fulfilling, so direct testimony will be unreliable.
An alternative would be to ask adherents of each religion how happy they are, without letting on that this has anythng to do with religion, and seeing which religion has the highest average. But religion co-varies with all sorts of other things - income, social class, education - that also affect happiness. Any such survey will be horrendously biased in favour of the religions chosen by people who are already doing well.
Perhaps, then, we could attempt to correct for these other influences by only looking at people from similar backgrounds who follow different religions. But this introduces its own bias - adopting a religion other than your native one often comes with its own set of costs, and moreover the people who convert will tend to already be psychologically different from those who do not. The average middle-class white British Muslim convert will be very different from the average middle-class white British Christian or atheist!
What we should do, then, is look at which religions most effectively use the tools of which we are aware for creating meaning and satisfaction in people's lives. If we were truly created by some deity, presumably we were designed with the true religion in mind (or vice versa); either way, the religious practice ought to be well-tuned to our usual psychology.
There are two particular psychological phenomena that come to mind as relevant: sunk costs, and the hedonic treadmill. First, sunk costs. People are extraordinarily reticent to abandon past investment, and so even when the rational thing is to cut and run, many people will throw bad money after good. Following the true religion, then, should be expected to involve significant cost to disciples. Given the multiplicity of human desires, we expect these costs to exist in a variety of areas - there should be financial costs, social and reputational costs, and (for the truth-seekers among us) intellectual costs in terms of blatantly stupid beliefs which one is nonetheless required to hold. ("Hath God not made foolish the wisdom of this world?")
Second, the true religion should pay attention to the hedonic treadmill. It is well-established that people are not fulfilled by what we may call "objective success", but rather become inured to their present situation. In order to be happy, it is less important that one achieve a high standard of living that that one's standard of living should improve over time. Similarly, the true religion should not present all doctrine and revelation at once, but rather should reveal it over time as one becomes more accustomed to the religion. Perhaps there is a progression of levels, each granting new deep truths, but each of which requires greater commitment and investment in the religion.
There is one religion which fits both of these criteria beautifully: the Church of Scientology. People who join end up paying vast amounts of money, being mocked horribly by outsiders and face being rejected as a credulous fool, and has to proclaim remarkable stories about the alien king Xenu. Greater payments of money grant access to deeper levels of doctrine, the details of which the Church at least tries to keep from outsiders.
In conclusion, there is a deep longing in all of our breasts for the comforting truth of Scientology. Dianetics is the true path to nirvana, and I urge you, brethren, to sign up today.