Slate has an interesting piece describing an economist's essay that explains in quantifiable terms why people choose to follow faiths that have strict rules of obedience and such. A couple of excerpts:
Iannaccone starts by asking why people join strict churches, given that doing so exacts such a high price. Eccentric customs invite ridicule and persecution; membership in a marginal church may limit chances for social and economic advancement; rules of observance bar access to apparently innocent pleasures; the entire undertaking squanders time that could have been spent amusing or improving oneself.
What does the pious person get in return for all of his or her time and effort? A church full of passionate members; a community of people deeply involved in one another's lives and more willing than most to come to one another's aid; a peer group of knowledgeable souls who speak the same language (or languages), are moved by the same texts, and cherish the same dreams.