Preaching to the Converted
Some find themselves alienated by their community, or subject to abuse - and some even find they are rejected by their families.
Ahmer Khokhar, a Liverpool-born Muslim who converted to Christianity when a student, feared such a reaction and so kept his new faith a secret.
But his father had found out about Ahmer's conversion after his brothers discovered letters from Christian friends in his bedroom.
"I will never forget being forced to walk into the lounge... my dad sat reading my private letters," Mr Khokhar told BBC World Service's Heart and Soul programme.
"He made me stand in front of him. It was terrifying. What I didn't realise was how hurt he was.
"He was very hurt, he was very upset and very confused. He didn't know what Christianity was.
"Suddenly he was reading that his son had been baptised. It was too much for him."
Mr Khokhar's father began contacting some of his friends in Liverpool, and eventually got hold of a number of Mr Khokhar's personal letters.
He returned and made a number of verbal threats, although Mr Khokhar stressed his father was not a violent man.
"He was lashing out verbally," he said.
"One of the most painful episodes of my life was when he came downstairs into the lounge - I was sat there by myself - and he locked the door and he sat next to me.
"For the next two hours I received the most vicious verbal abuse I have ever heard in my life.
"He said he wished I was dead, that I hadn't been born, that Christianity was the worst thing that could possibly happen."
He was told by his father he would not be accepted back into the family unless he renounced his new faith.
Eventually, in tears, Mr Khokhar did so, and the episode was never mentioned again - although in his heart he had not changed.
Punishable by death
The prospect of losing their believers to another religion is one that has meant many sacred texts preach strongly against conversion.
"Certain religions find the idea that anybody could leave them a very serious sin indeed - it's called apostasy in Christianity," Christopher Lamb, a religious academic and writer, told Heart And Soul.
"In Islam it is punishable by death.
"Once you have the truth, you cannot give it up."
But there are many different reasons behind the choice to convert.
Bhagwan Das was born a Dalit - an untouchable in Hindu India.
"If I hadn't converted I would have been pocketing the insults and the humiliations, as many people tell lies," Mr Das said.
"I never said that I'm a Hindu - I just couldn't say I'm a Hindu."
But he added that, in fact, little had changed, because, having converted, other Hindus continued to treat him the same.
"In the air force, I was on British rations. I remember one day a British woman asking questions of some Indians - 'what are you'?"
After receiving replies from others of various faiths - including a Muslim and a Christian - she approached Mr Das.
"She said, 'What are you?' I said 'I'm an untouchable.'
"She was shocked, and she said 'I can't shake hands with you?'
"I said 'That's a fact, because we are treated like untouchables'."
The problem can be at its most acute when religion is strongly connected with national identity, as is the case in Northern Ireland.
Idelma Meehan, born a Catholic in the province, made the change to the Bahai faith, believing there to be no inherent contradiction with Christianity.
"People sometimes have seen it as a bit of a betrayal, or turning one's back on what one was brought up in," Ms Meehan said.
She added that people often questioned her as to how she could ever leave the Catholic church.
"There's a real sense of 'you're born a Catholic, you'll die a Catholic'.
"I found that quite a challenging thought."
But she criticised that attitude, pointing out that with most other life decisions, there is an element of choice involved.
"Everything else in life you investigate - you're not born into your career, you decide what you want to do in your life and then you go and pursue it and do it," she said.
"It seems that there's a different set of criteria when it comes to one's own religion."
And she added that those who accused her of betraying her religion were viewing what she had done in the wrong way.
"I have not rejected at all.
"I was asked a few years ago in Northern Ireland, 'why did you turn your back on Christ?' Nothing could be further from the truth."
©Copyright 2003, British Broadcasting Company, BBC (UK)
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