My first priority is to be religious. The discipline of following my religion guides me, it has me in conversation with G-d daily, it brings my family together to thank G-d, to pray to G-d. I hope that this makes me more spiritual, more connected to G-d. A Spirituality which is not connected to religion can become very selfish, about what I find moving or soothing. Religion is about doing the right thing, about creating a framework which works not just for me, but which is part of a community and which I can convey to my children. Spirituality is about what works for me.
I view myself as bearing obligation to do what is right, what G-d wants, and hopefully, doing the G-d driven thing rather than what I would otherwise do, brings me closer to G-d. Being close to G-d is a two-way street; I have to act on what He wants for me, and then I can hope He is close to me. Religion is classically doing what I learn G-d wants me to do. Sometimes spirituality can be doing what I want to do in order to get closer to G-d as I imagine Him. If by spirituality, we mean being close with G-d, ultimately, this should be the goal of religion as well. The difference can be in how we get there. If we want a framework for spirituality, a way to convey spirituality, and a tradition as to how to be spiritual, religion should be the best choice.