You can grow closer to a god in any almost any faith. What your personally believe in is the religion that will help you grow closer to your god.
I'm assuming you are talking about "God" in the common monotheistic sense though. The term "God" is used to describe the god of the Christian and Jewish faith. They believe that He is the one and only god and the all powerful. So, if you are looking to get closer to "God," those would be the religions.
However, there are other religions that have a god or gods as well. Islam will help you grow closer to Allah, for example. There are also polytheistic religions, such as Wicca (a modern form of Paganism - an earth based religion) that will help you grow closer to their gods.
Therefore, there is no straight answer on the faith that will bring you closer to god. It's all about the religion you follow and what you, yourself believes in.
