How do we make sure that we are on the rightful religion/path? I borrowed (with permission) a question from Ahmed Han

Which is:


  People of every religion claim that they are the ones in the right
  path. Even the people of sects in these religions think that they are
  on a better path than the peoples of other sects are on. How come
  could they be so sure?
  
  As a Muslim, how can I be sure that my religion or sect/madhab/path is
  the rightful one? How can I be sure that there isn't any other
  religion sent by Allah which is better than Islam, but it is wrongly
  advertised so that I think that it is wrong?


Change some words and we get:

People of every religion claim that they are the ones in the right path. Even the people of sects in these religions think that they are on a better path than the peoples of other sects are on. How come could they be so sure?

As a Christian, how can I be sure that my religion or denomination/path is the rightful one? How can I be sure that there isn't any other religion sent by God which is better than Christianity, but it is wrongly advertised so that I think that it is wrong?
Yah, I think this is going to be a rather subjective question, but I will take a brief stab at it:

I think the answer to this question comes down to the doctrine of sin.  If you accept the notion of a conscience, then I believe every honest person will admit to doing things they know they shouldn't (i.e. that are against their conscience).  Furthermore, I believe they will also admit that there are things they do wrong over and over again, even though they wish they would stop doing it.  If they won't admit this about their own life, surely they can look out at others and see this at play.  Just drop by your nearest AA meeting or youth counseling office.

If they are willing to look to religion to explain this phenomenon, the biblical doctrine of sin is amazingly accurate and powerful in describing this human experience.  Once the doctrine of sin is understood and accepted, it seems natural to look to the Bible for explanations to related doctrines such as corruption and death.  That, naturally should lead you to the doctrine of hell, damnation, and ultimately salvation through the gospel of Jesus Christ.

Yes, I know that was quick.

Ok, now the obligatory: you can never know for sure like you can be sure that your car battery is dead.  God didn't design it to work like that.  


  We live by faith, not by sight (2 Cor 5:7)


Someone can kick and scream and complain about the injustice and lack of intellectual honesty in that position (if they are so inclined), but if we are going to be people of Christ, we must be people of His Word and it says we must live by faith in this life.

Some people argue that seeing is believing.  What they don't realize is that many people saw the works of Christ and rejected him anyway.  Even some of his disciples saw him after the resurrection and they doubted instead of worshiping him (Matt 28:17).

If you are concerned about the authenticity of Christianity, here is my advice: seriously study it, with a humble and prayerful attitude, asking God to give you clarity of understanding and faith.  Hopefully, we will then be able to say with Peter to Christ:


  Lord, to whom shall we go? You have the words of eternal life, and we have believed, and have come to know, that you are the Holy One of God. (John 6:68,69)


Furthermore, if you doubt, take your doubt to the Lord.  Be honest with Him about it and ask him to give you faith.  You will not be disappointed if you seek him:


  for whoever would draw near to God must believe that he exists and that he rewards those who seek him (Heb 11:6)