I think Heavenly Father would want you to choose for yourself what religion was right, sending missionaries to your door would make your decision a lot easier for you, for one. For another, if he sent the missionaries to your door and then you ultimately denied them, what would happen to you for not keeping your end of the deal? Wouldn't it be more beneficial to you to make your own decision? Perhaps the sign you should be paying attention to is the preoccupation with the lds church you have. The spirit speaks to you in a small voice, which may come to you as inspired thoughts. I don't believe that someone who has not been baptized into the LDS church can constantly have the companionship of the holy ghost, but I do believe he can inspire thoughts like you're having. But that's just what I think.