As teenagers we used to debate this all the time. One time we went to listen to R’ Asher Sinclair speak. He was a major actor or something in Hollywood and became a BT. He’s totally frum with a beard and all.
He started by saying Bmakom shebalei teshuva omdim… and then he started crying. Then he said that he’d rather be born frum, that he’s so jealous of us… because there is so much garbage in his neshama and whatever he does there will still be traces left.
Ashreinu Ma tov Chelkeinu Umanaim Goraleinu – we have to believe it and appreciate it without trying everything out. How do we know if we’ll have the stregnth or the brains to come to the conclusion on our own?