If someone is deeply religious and visibly follows all the moral and ethical codes of his religion, he is pious. Don't become a priest if you're not prepared to live a pious life.
Pious comes from the Latin pius, which means dutiful. It doesn't always have to be used to talk about organized religion. If someone believes deeply in something, and lets everyone see it through their behavior, then they are pious, whether they're pious Christians or pious environmentalists. It differs from its synonym devout, which implies deep religious sentiment, whereas pious emphasizes the public display of feeling.