The Lord offers us true peace. We can never find peace anywhere except in the Lord's presence. We should do our best in order to live there someday. In God's paradise there will be everlasting peace. We should dedicate our lives to live a fulfilling life for when we meet our end.
Even if I am comfortable attending just about any activity from different religions, I will forever remain grateful and loyal to the church I grew up with. Each time someone tries to recruit me to be a member of their church, I will tell them I was never a religious person. I grew up skipping all church activities. The least I can do is not leave them by signing up elsewhere. I think if you have a healthy relationship with the Lord, it doesn't really matter if you stay home or dance somewhere there's a lot of fellow spiritual people.