First religion you'd convert to?

[RI]

1) An Eastern Rite Catholic Church
2) Greek Orthodox Church
3) Anglicanism
4) Lutheranism
5) Some non-denominational evangelical church
6) Methodism
7) Presbyterianism
8) Mormonism
9) Baptist
10) Calvinism

Outside Christianity:
1) Sufi Islam
2) Shia Islam
3) Orthodox Judaism
4) Zoroastrianism
5) Druze
6) Sunni Islam
7) Reform Judaism
8) Mahayana Buddhism
9) Theraveda Buddhism
10) Hinduism

[RI]

After that, I must agree with Realisticidealist and say Zoroastrianism is an underrated option.

Except they don't allow converts.

Mostly because it's tied to an ethnicity similar to Judaism (except even more strict), and conservative Zoroastrians (esp. in India) believe only their savior can convert people. Iranian Zoroastrians do sometimes accept converts, but it's a complicated political issue there.