Buddhism is a very interesting religion, and many of its tenants are very similar to some of the teachings of Christ. I also happen to regard the Dalai Lama as a very wise figure (the leader of Tibetan Buddhism, for those that don't know).
That being said, however, I advise caution before delving too deeply into the religion. There are some aspects of Buddhism that aren't necessarily kosher with most Christian faiths, such as the concept of rebirth and cycle of consciousness. It's also interesting to compare the concepts of the afterlife of the ideal Buddhist with Christian ideas. In some aspects of Buddhism, the ultimate goal is to leave the cycle of rebirth and lose all concept of self - in a sense to merge with the universe (multiverse? Something like that). Compare that with the idea of Christian afterlife - especially in terms of, again, a cessation of existence (the "Outer Darkness" in the LDS faith comes specifically to mind, but I'm sure there are others). I've found it interesting that this loss of self is a bad thing in the Christian faiths (e.g. eternal destruction), but something to strive to attain in some of the Buddhist ones.
In any case, be sure to approach it with a mindful attitude, and pray often for guidance.
Finally, a side note - comparative theology is fun!