The main problems with the major religions? They're just too old.
While the sentiments expressed in, say, the bible may have been progressive back then, the zeitgeist has moved a long way. For instance, it is no longer acceptable to beat your wife or sell your daughter into slavery. Nor is it acceptable to kill homosexuals, or to keep slaves of other races, or to execute people for minor crimes.
I do not hold these commands against the people who originally wrote the books. For their time, they were moral. Considering the atmosphere of war and racial tension they were in, they were progressive. This does not, however, mean that they necessarily provide a good guide for modern life. The Koran, for instance, has a lot of warlike verses since much of it was written while the writers' nations were at war. That is why some of the actions God performs in the old testament seem abhorrant - he is behaving in what would have been regarded as an acceptable way thousands of years ago, and the writers would have based his actions on their own morals.
Even if people claim that their morality comes from their religion, you can usually tell that it doesn't. You can point out rules they don't follow - outdated rules, rules that seem terrible today. Why don't they follow them? Because they are inherently moral and, to their credit, know which parts of their holy book to follow and which not to.
Muslims don't have clergy. At least no OFFICIAL clergy.
Christians don't have official clergy either. None of them are sanctioned by God or the writers of the bible. The catholic church are ancient descendants of the Holy Roman Empire while the Anglican Church was set up by Henry VIII in a dispute over a divorce.