I have answered this question, even though it has appeared in slightly different ways. How do I remain joyful and happy in this world of mixed experiences? This seems a better fit for your question.
You are here for the transformation of your own nature and this will take place in any society. Transform the nature and people and religion will drop away. So how do you do this?
The basic tenents of ALL scriptures have not changed. They teach that there is a Higher Reality, which are called by different names; that until such time as we merge with this Higher Source and become One, then we will not be truly happy. Then they prescribe a method to achieve this.
The real enemy is within us; not outside: Ego, anger, attachments, lust and greed. They come with by-products: fear, doubt, hatred. love of power, insecurities ...
Bear in mind that all these are inside man, not outside. You are a Spirit being and the Spirit MUST be fed. Happiness lies in being conscious of why you're here and where you are going. What is the meaning of Life? Why am I here? How do I conquer ego?
So here's how you live in any society. Faith; prayer both verbal and non-verbal; service to humanity, crucial to widening the psychic Heart and preparing your inner vessel to receive the Higher Light (Grace); meditation and other forms of spiritual practices.
This includes readings, music, breathing and so forth, all of a devotional nature. This world is really a mirror reflecting your Consciousness. As you change inwardly, so will the world. Practice regularly, daily, diligently; ceaselessly...life is worship, so do not separate the morning from the day and all that you encounter around you, for 24 hrs of every day. God speed!!
Note: You may wish to work hard; dress modestly, live in harmony with societies laws (with wisdom); be careful of who you choose as friends; watch your food and health... the body is God's Temple. Keep it holy.