I first of all recognised that within Islam today, different "versions" of Islam are being practiced. With varying beliefs on certain issues/practices, although the core beliefs may still be the same. For example, you may yourself know that sects (subsections) within Islam exist, such as Sunni, Shiite, Sufi, Wahhabi, Nation of Islam etc. After recognising this fact, all I did was simply ask myself "How do I know I am following the correct "version" of Islam? This question is so simple, yet how many Muslims have actually asked themselves this question? Have you?

Investigation becomes vital. I found the following references from The Quran helpful regarding this topic:

Sects condemned:
Those who divide themselves into sects do not belong with you. Their judgment rests with GOD, then He will inform them of everything they had done. (6:159)

The majority of people on earth misguided/disbelievers:
If you obey the majority of people on earth, they will divert you from the path of GOD. They follow only conjecture; they only guess. (6:116)
This is the right religion, but most people do not know. (30:30)

Most of those who think they believe in God are actually idolaters:
So many proofs in the heavens and the earth are given to them, but they pass by them, heedlessly! The majority of those who believe in GOD do not do so without committing idol worship. (12:106)

One definition of an idolater and its consequence:
Do not eat from that upon which the name of GOD has not been mentioned, for it is an abomination. The devils inspire their allies to argue with you; if you obey them, you will be idol worshipers. (6:121)
GOD does not forgive idolatry, but He forgives lesser offences for whomever He wills. Anyone who sets up idols beside GOD, has forged a horrendous offence. (4:48)

Some of those who think they are guided/believers are not:
Some He guided, while others are committed to straying. They have taken the devils as their masters, instead of GOD, yet they believe that they are guided. (7:30)
On the day when we summon them all, we will ask the idol worshipers, "Where are the idols you set up?" Their disastrous response will be, "By GOD our Lord, we never were idol worshipers." Note how they lied to themselves, and how the idols they had invented have abandoned them. (6:22-24)

Do not blindly follow the religion/teachings of your parents:
When they are told, "Follow what GOD has revealed herein," they say, "We follow only what we found our parents doing." What if their parents did not understand, and were not guided? (2:170)
They commit a gross sin, then say, "We found our parents doing this, and GOD has commanded us to do it." Say, "GOD never advocates sin. Are you saying about GOD what you do not know?" (7:28)

You should seek knowledge:
And follow not of that which you have no knowledge, surely the hearing and the sight and the heart, all of these, shall be questioned about that. (17:36)
And say: "My Lord increase me in knowledge." (20:114)
It is only those who have knowledge among His servants that truly fear God. (35:28)
You who believe! If an evil-doer comes to you with a report, verify it, lest you harm a people in ignorance, then be sorry for what you have done. (49:6)
God will exalt those who believe among you, and those who have been granted knowledge to high ranks. (58:11)

Conclusion

It is clear from the above reference that God does not want us to divide ourselves into sects. For example, I no longer class myself as a Sunni Muslim, just simply as a Muslim.
God also clearly points out that no-one truly knows who are the guided/believers apart from God alone. Maybe you, I or even the Imam in your local mosque may be misguided or an idolater. Knowing this, in combination with the references which stress upon the individual to seek knowledge, one should clearly research/investigate/question/verify all information given to them, even if it is from a scholar of Islam! Being a scholar of Islam does not automatically mean you are one of the guided ones (as shown by the references), at most, it can only mean it is more likely you are one of the guided ones, that is all. Therefore verifying what you are taught/told is crucial. How could one verify what they are taught/told? To put it simply... research.
This leads to the question: how one should go about researching Islam? Reading books/leaflets/literature on Islam by various authors can be helpful, but it must remain in your mind at all times that the information you are reading may be wrong, as it may have been written by those who think they are guided but are not (including this article). A simple question... what is the only book on earth which has no human author, therefore could not be written by one of those who think they are guided but are not?
The answer I hope you thought of was The Quran. The Quran is the only book on earth which is the direct Word of God*, hence it would seem logical, to concentrate ones studies on such a book.
Many people, using my own observation, seem to prefer to study books either written on The Quran, or about Islam, rather than referring to the Word of God itself. A common misconception is that studying The Quran itself would be a difficult task. From my own studies, I have found this is not the case. I always recommend learning from the source (The Quran). Like I always say: "Why ask a student when you can learn from The Teacher?".
I would like to finish off by recommending an approach to studying The Quran which in my opinion, is simple and logical. Even though I can read classical Arabic (which is the language The Quran is written in) I cannot understand it, so I cannot read the original Arabic Quran and base my studies on it. However, I can read the translations**, which are available in many languages throughout the world. The system I use is to read the English translations of The Quran, using several different translators, so I can compare verses. The most literal & simplest English translation I have found is by Free-Minds/ProgressiveMuslims. I also refer to translations by many others, mainly the following: Yusuf Ali, Pickthal, Shakir, Rashad Khalifa and Muhamed Ahmed with his daughter Samira. Comparison of any translated verse using several of these translators is a must in any logical approach when studying The Quran. If you come across a discrepancy between the translations or something you'd like to clarify, you should compare as many translations as you can, and study the original Arabic.
A crucial technique in gaining the most accurate understanding involves cross-referencing of words/concepts/verses. For example if one is researching the topic of fasting, one must consider all relevant verses and the way in which specific words are used throughout al quran. Furthermore, very often a greater understanding can be gained from considering meanings of words from Classical Arabic dictionaries. A project aiming to provide students of the scripture with a comprehensive dictionary, concordance and grammar book in one, for free is underway www.studyquran.co.uk/PRLonline.htm

If it is still unclear, feel free to ask questions on this discussion board.

*of course you are free to question this belief, as it even states in The Quran:

There shall be no compulsion in religion: the right way is now distinct from the wrong way. Anyone who denounces the devil and believes in GOD has grasped the strongest bond; one that never breaks. GOD is Hearer, Omniscient. (2:256)

:but one should at least read The Quran before they decide to reject it. This would be the logical approach.

**please note that any translation of The Quran cannot be equated to the original Arabic Quran, therefore cannot be regarded as the direct Word of God. All translations are simply an interpretation of what is being said in the original Quran by the translator.

Please make use of one of the best 'Quran study tools' pages on the internet: www.studyquran.org

More articles: http://mypercept.co.uk/articles/