Agnosticism
What is Agnosticism? Well, let's first examine what it is not. Agnosticism is not a full out religion. It is simply the concept of believing that there is a possibility that a god (God, Buddha, Allah, etc.) exists, but that the person isn't really sure.
"I don't know & you don't either." - bumper sticker
"Fix reason firmly in her seat, and call to her tribunal every fact, every opinion. Question with boldness even the existence of a God; because, if there be one, he must more approve of the homage of reason, than that of blindfolded fear". --Thomas Jefferson
Typically you'll find the existence of several different types of Agnostics. There are the Atheistic Agnostics - who believe that the existence of a deity is not very likely. There are the Theistic Agnostics who believe that a deity probably does exist. There are also the Agnostic Humanists, who are undecided about the existence of a deity and that the question really just isn't all that important.
Bill Maher recently made a documentary, Religulous, with the position of most Agnostics: "I don't know, and you don't know either."