I'd agree with linksage; at this point it might be better not to say anything to your parents if you think they would have a severe reaction to it. If it helps any, my friend's family are devout Catholics, but they didn't protest (much) when he finally told them after he'd moved out that the Catholic religion wasn't right for him. He's still religious, but he doesn't know what religion he is; he knows what he believes to be true based on his intensive studying of religion, but he still hasn't found any organized religion that lives up to his expectations. I told him to try Buddhism, but he's not willing to give up on God, just the people who claim to follow him.
He and I have a lot of interesting debates, as I'm an atheist but know enough about different religions to discuss them with him on a roughly equal footing. It's a game of sorts, like a formal debate, because we both try to convince the other that our argument is more valid without expecting the other to actually believe it. Sometimes we'll reverse roles on specific points of religion and I'll defend the point while he pokes holes in it - he always finds it amusing when I get indignant on God's behalf.

In short, it can be a lot of fun having religious friends when you're an atheist, so long as neither side tries to push their beliefs on the other
(which includes saying you're praying for someone or pity them because they happen to not be the same as you. I know religious people mean well in saying that, but it's actually very offensive and is about as bad as the 'You're going to hell, Satan-worshipper!' shtick. Do it if it makes you feel better, but we don't want to hear about it, thanks). It probably helps that I do believe that Jesus existed and preached about his god, since there's plenty of evidence to support that, but I also know that he was far from the only one of his kind, especially at that time in history, and that there were plenty of other people with different gods saying much the same things. Interestingly, Jesus is thought to have studied Buddhism and incorporated much of it into his own teachings.
I've known lots of religious people, many of them very good people, some exceptionally so. However, in no case do I believe being religious was the cause of their goodness - rather, it was an expression of it, because they truly believed that all people should be treated with kindness, love, compassion and understanding, regardless of what those people believed or didn't believe, and to them it was only natural that there should be an all-loving god who created it all. I've also known atheists who were just as wonderful for exactly the same reasons, but to them it was obvious that there were no gods. Religion doesn't create goodness, though I've certainly seen it do the opposite, and it's so annoying when people imply (or outright say) that because you're an atheist, that means you have no morals and are an evil wicked person. We (that is, every atheist I know) don't act morally because we're afraid of divine retribution for not doing so or hope to gain some eternal reward by being superficially good; we do it because it's the right thing to do.
As for the supposed joy of belief, I find science to offer answers far more wondrous and yet logical than anything I have seen in any religion. That doesn't mean I think science is always right, but I know that its findings are constantly challenged, examined, reassessed and adapted to fit new data rather than, say, basing everything on something Plato wrote and saying anything that doesn't agree with him is wrong. Scientific knowledge is always growing, shifting, adapting as we learn things we didn't even know we didn't know before, and it's always fresh and exciting to me. To me, religion could never compare to that sense of wonder and awe that comes with discovery and truly understanding how something works and where it came from.