It has been said that through Sagittarius the intellect is illuminated by the light of spirit. Sagittarius, as the seeker of the Zodiac, is one of the more spiritual signs. You're seeking not just experience, but truth.
This may lead you to read about or various belief systems in order to fulfill your spiritual life. More than likely, you've already tried yoga, meditation and taken part in prayer or some kind of ritual as a way to understand your connection with the divine.
Sagittarius needs to keep spiritual connection going during their lifetime. Whether you follow one religion, or try out various things for the rest of your life, it needs to be part of how you live.