Josh, in a comment here, raised a good point regarding critical thinking and religion. How many of us have truly thought critically about our chosen spirituality? Critical thinking takes much effort and brutal self-honesty. But if you feel that all the hard work has already been done for you--that others have done the thinking and you just have to follow their lead--then there is little incentive to exert the effort required to think critically.
The big question is whether critical thinking about one's path is necessary. Do we even have to bother? What do our different religions say about this? Some might say it's a waste of time to think critically--you just need to believe what the "experts" tell you is true. Others might place the ultimate importance on critical thinking.
We Mahayana Buddhists, for example, see critical examination of everything as the ONLY means to freedom. One of our primary practices is the Six Paramitas (Perfections). We vow to perfect ourselves in six areas, three of which are Virya, Dhyana, and Prajna, or energy/effort, one-pointed concentration, and wisdom/insight. If we look at these together, they form a triangle of critical thinking. Effort - In every moment, we must be vigilant, exerting effort toward all of our endeavors, especially insight. We overcome all seeds of laziness--a primary obstacle to critical thinking. Concentration - Focused attention is required to burn through to the true nature of all things. Without developing concentration to the utmost degree, our mind will be too easily distracted, preventing us from seeing the Truth. Wisdom - The knowledge of our true nature, insight into the empty interbeing of all things. Without effort and concentration, our pursuit of wisdom will be in vain because we will be unable to see through false truths. And in Buddhism, we can read, or be taught, about wisdom. But until we know it, experience it, for ourselves, it is worthless knowledge. Hence, Buddhism treats critical analysis as the path to salvation.
1-Minute Contemplation: Take a recent experience in your life, perhaps one where you thanked God (or the gods) for it, or one in which you felt that you, through your Will, manifested that experience. Choose any experience that you attributed in some way to your chosen spirituality. Now, consider 3 alternate ways that this experience may have occurred that do not involve your chosen spirituality. Use other religions' beliefs as possible alternatives. For 1 minute each, truly imagine that this alternate pathway was the means through which this experience actually manifested, regardless of how uncomfortable it makes you to pretend that your chosen spiritual viewpoint is incorrect. As one example, if you attributed your success on a test to God's gift, pretend with all your heart that it was the Goddess who blessed you with such success.