You call yourself a Christian*. You go to church on Sunday. But going to church doesn't make you a Christian any more than sleeping in a garage makes you an automobile**. Are you really religious? Or are you play-acting. (There's nothing wrong with play-acting, of course, but that's beside the point.)
*Or, mutatis mutandis, a Muslim, Jew, Hindu, Buddhist, Wiccan, etc.
**says Garrison Keillor
Sure, you have an ethical system. So does everyone else. Ethical systems are, in no small part, socially and culturally constructed; there's no controversy over the reality of society and culture. Is your ethical system religious? Or have you just inserted a meaningless "God wants..." to your ordinary, socially constructed ethics?
You say, "I believe in God and Jesus," but do you really believe? Or are you mouthing platitudes and slogans? To believe in a god means you have to believe not only that a god exists, but also to believe something about god. A entity with no attributes is no entity at all.
If you think it means something to be religious, it has to, well, mean something. You have to, somehow, use your religion to differentiate yourself from someone such as myself, self-described as not religious.
The only way I can think of that it can really mean something to be religious is if you are convinced of some truth about god that informs something about your daily life. And if you're convinced* of some truth, you're thereby convinced that anyone holding a contrary view is mistaken. If you're just using "religion" to label your opinions and preferences, and perhaps your desire to hang out on Sunday with people of similar opinions and preferences, calling yourself religious doesn't say anything more than calling yourself a fan of a particular sports team.
*Not necessarily "100%" convinced. But it's an open question (at least) whether religious doubt actually means anything.
Fantasy and wishes don't do the job either. I wish that a just and loving God exists who will give me an eternity in Paradise. I wish that Jedi knights move unseen among us protecting us from tyranny. I wish that Hogwarts really was even now training tomorrow's wizards. But to elevate these wishes to hopes you must be convinced not only of the desirability of that wished for, but also its truth. As much as I wish that Hank would give me a million dollars when I leave town, I'm not going to kiss his ass (much less Karl's) unless I believe it's true that Hank really will give me a million dollars.
If your religion does mean something, it must mean something contrary to natural reason. After fifteen centuries (at least) of failure, we can safely abandon the idea that the existence and nature of God is available to natural reason. You have to have faith — faith that some propositions really are true — to be religious. Which entails that anyone with a different faith, or no faith at all, is somehow mistaken, lying or (inexplicably) God has actively denied them faith.
Now, I'd love it if religious people were to define their religion to near-vacuity. There are millions of people who care very passionately about their favorite sports team — behavior which I find kind of silly — but you don't see me joining the Afootball Blogroll, Planet Abaseball or Carnival of the Soccerless.
But... There are people who are really religious. They really believe it's true not only that God exists, but also that God wants everyone to do certain things and refrain from other things. There are people who believe truths about the physical world — contrary to the best scientific theories — based on their belief in religious truth. And that's the rub: When you adopt a label, you lend support to the truth beliefs of those who adopt the label.
Being a liberal, normally socialized citizen of a Western culture, I share no small few ethical opinions with liberal, normally socialized Christian citizens of Western cultures. I probably share more ethical opinions with most liberal Christians than I do with many on the atheist fringe. But I refuse to self-identify as a Christian precisely because I cannot affirm the truth beliefs of Christianity; I am not convinced. In contrast, I almost have to self-identify as an atheist, because I do believe the same core truth beliefs of even the weirdest fringe atheist: There is no God, there is no divine revelation, and our only guide to life is our natural reason. (There's considerable controversy, though, as to what natural reason tells us.)
To be blunt, I'm suspicious of the sincerity of those who "defend" their religion by arguing its sports-fan vacuity. A vacuous religion needs no defense beyond personal preference. People do what they please, and so long as you're not directly hurting me or anyone else, I'm more than likely to consider your preferences to be none of my business. You need not defend your freedom to do as you please. No normal atheist argues against vacuous religion, that people of similar ethical beliefs should not congregate and talk about their ethical beliefs. When someone defends that which needs no defense, which is not under attack, I have to suspect a hidden, perhaps unconscious, agenda.