In Mere Christianity (don't let the title prejudice you), C.S. Lewis has some insightful things to say about why one should be moral. Without morality, which he characterizes as "rules for operating the human machine," we tend to do damage to others, damage to ourselves, and fail to realize our purpose. He uses (among others) the analogy of a fleet of ships. In order for the fleet to sail well, three things have to happen: (1) Each individual vessel must be seaworthy; (2) The vessels have to avoid colliding with one another (and Lewis notes that these conditions are mutually necessary: if the ships are not seaworthy, they will probably collide, and if they collide, they will probably not remain seaworthy for long); and (3) it must arrive at the port it was intended to reach.

Where religious belief serves morality best is by providing the "port." In Lewis' case, of course, the port was fixed by Christian religious belief. But others have fixed it in other ways: Kant used the principles of rationality, Aristotle the highest ideal of human virtue. Machiavelli and Nietzsche used power. Clearly, what morality requires -- even in the single simple example of not stealing -- is going to vary depending on the "port", or purpose of human life, that is assumed. It doesn't have to be religious, but I think it's difficult to argue reasons for being moral if there isn't one at all.