We have created all kinds of religious formula. So Krsna says that "You give up all kinds of religious formula." But what is to be done? Sarva-dharman parityajya mam ekam saranam vraja [Bg. 18.66]. "You just surrender unto Me." That means that surrendering unto the Supreme Personality of Godhead is the real religion of the living entity. Not that I like a particular type of faith, that is my religion. Religion means when one is trained how to surrender unto the Supreme Personality of Godhead. That is called religion.
Lecture on Bhagavat-Gita 4.7, Montreal, 13 June, 1968