My Christian Friends?

To you, what is the differnce between religion and relationship? If you are a Lutheran, catholic, Baptist, ect. shouldn't we all have a personal relationship? Using our faith and stepping out to share Gods love no matter what our religious affiliation is? I don't think one religion is better than another and am tired of hearing this. If we are christians and believe in the same Father, Son and Holy spirit, we should work together as Gods children in our development of stronger relationships, in helping unbelievers to know what we mean by relationship.