Indians often ask what religion you are, and some Westerners make the mistake of saying "I don't really have one!", "I'm an atheist!" or trying to impress, "I'm a Buddhist!". Wrong, wrong and wrong!
To a conventional Indian, not having a religion is tantamount to being a dog, which is not a good social position to strive for.
If you take option three, and say "Buddhist!" (or any other exotic flavor) they'll then grill you on why you converted from Christianity, which is another bad social gaff.
Indians approach religions like Westerners approach football teams: you're born into one, and no matter how bad it performs, the worst thing you can do is change teams.
The only way out of this annoying loop is to embrace Christianity with gusto!
If you want to have a theological discussion, great! The locals will accommodate you.
If you don't, then say things like: "Jesus is Lord!" or shout: "JEEEEE-SUS! THE ONLY WAY!". The locals will understand your fervor, and also leave you alone. It's a win - win situation.