I think that part of the reason that I self-identify as a Catholic is simply that since my parents are staunch Catholics and brought me up as one, I choose to stick to the label and explore the more personal aspects of my faith within it, rather than trying to make a clean break from it. I'll admit that if they had been part of some other religion or denomination I would probably have accepted that label willingly too. At the same time, one aspect of Catholicism (as I've experienced it) that I think helps make it easier for people to stay within the fold is that it does not require or expect followers to know or read the Bible in much detail (some of the more evangelical types do make the effort, of course). Other denominations (and a few other religions) require greater knowledge of their sacred texts and consequently a stricter, possibly more literal-minded adherence to them. There is a lot more focus on rituals and symbolism in Catholicism, and I feel that they allow for more individual interpretation - for example, some followers may have a favourite saint whom they hope will intercede on their behalf.
Along the same lines, I find going to mass an interesting contemplative experience, where I can follow my own train of thought while participating in the overall proceedings. Being a creature of habit, I find it easier to be contemplative in church than in most other environs, especially when thinking about my own limitations and errors. At the same time, participating in the service along with the congregation is also something of a soothing experience, making you feel that you are part of a greater entity than just yourself. I think a similar feeling of belonging would also arise from jagrans, retreats or Buddhist chanting. The need to belong is, after all, part of the human essence.
In terms of my personal faith independent of the church, I will admit that I've found it difficult over the last few years to think of a way to properly engage with God,especially since I broke up with someone I was very close to. It called into question what I would consider the standard approach, where we as humans expect something like a quid pro quo relationship, exchanging prayer and supplication for specific outcomes that we desire - 'Not on our deeds, but on your grace, O Lord, though if you could help me out on this small matter, I would be eternally grateful and will light a candle to symbolize this'. Insofar as I do get around to praying these days, it usually revolves around expressing gratitude, and rephrasing what is essentially the Serenity prayer to fit the minor hassles of life- 'God grant me the wisdom to know that there is very little that is entirely under my control, and grant me the serenity to accept that; and perhaps you could grant courage to those who would use it better than me'.
I know the above is neither comprehensive nor entirely convincing, but that's because I've never really contemplated my faith in too much detail either. Deep down, I suspect my spiritual beliefs do get captured by the following lines which appear at the beginning of Vonnegut's 'Cat's Cradle':
'Live by the foma that make you brave and kind
and healthy and happy.'
-The Books of Bokonon 1:5
Did I mention that I sometimes think that God has a sly sense of humour?