Understanding answers only please. Should I convert religions?

I am currently a Christian - Lutheran. My family and have been having some problems these past few years. My dad had cancer and lost his job, my mom got her pay cut (a $10 deduction), and I struggled with school. Due to all of this I have been wondering if God really exists because if He does then why would be going through all the things we have? I pray but not very often and my parents believe there are other ways to worship God besides church so we don't go to church like we used to. I live in a very religious town and some of the very religious people judge others a lot which makes me uncomfortable. For example, some of the people who go to church are very intolerant of gay people or people of other races. I am thinking about becoming an agnostic or an atheist. What should I do?