I also like your question Suz, and it is easy to say that we (Catholics) are the true Church and so on and so forth, but I come from a coutry where vast majority is Catholic (Poland), and I knew one group of Protestants, most of them have left the Catholic Church. The sad truth was that they were far more devout, more knowledable and devoted to their faith than many of my Catholic friends. They prayed, fasted, they formed prayer groups, they took part in Evangelisation missions in Russia, etc. I would risk a statement that in that case, it is better to be a ‘prayerful Protestant’. As the Bible says in the Revelation, there is nothing worse for God than our indfference.
And I do not think Suz meant to present this as a reason to leave the Catholic Church. The question is rather an occasion for us to look at ourselves in truth, and realize that oftentimes (some) Protestants do put us to shame. And all we can do is not to put them down to make ourselves feel better (for that, read Romans 14), but to seek God with all our heart, rediscover the beauty of our faith and become truly prayerful, devout Catholics. Remember, the Bible says that the more we recieved the more we will be asked of. Since we have the fullness of the faith, God might also ask for more faithfulness of us…