This may sound controversial but I'm thinking about leaving my religon to follow my own path to find God.

If you feel comfortable leaving behind a religion you have grown up in, and feel strong enough to find God on your own and worship him as you feel he should be worshiped, i think it's a fabulous idea. Personally i think you should go for it, after all religion is supposed to make people feel happy about themselves and their life and you are obviously not very happy.
There is one minor point though that you seem to only want to do this because of a video.
I think you should talk to your parents or your pastor or whatever, hear them out as they should hear you in a mature and calm manner.
But if this is what you feel is right, then go for it. I think it would be a wonderful idea for you to feel more comfortable with your religion is you can follow it how you wish to.

I think if you're still following God, you are keeping your ties to your reglion, but you just want to get away from the criticizing part of it. I really think you should think about this carefully. If you don't feel comfortable being a part of your religion and you don't think you can deal with the comments, it might be best for you to go on your own path to God. God might be putting these people who criticize you to make you stronger in your faith. Think about this a lot before you make a decision.