The three go together, so I would prefer to think about this question not so much as which is most important, but which in healthy and organically growing human associations comes first.
In the best and healthiest organizations belonging comes first. We are born citizens of the United States, then we learn how to behave in this society, and only at the age of 5 or 6 or 7 do we even begin to learn anything of the beliefs of our society. I was born into the Episcopal Church and it was the same process. I was part of the community, then I learned about behavior, in this case liturgy and how to treat people, and only later did I learn about the beliefs of this Church. Even those who come as adults find the same thing to be true. We decide to join a community, we learn to live in it, and then we learn its beliefs. That is as true of citizenship as it is of the Christianity. You live here, green card or not, you learn how the society works, you then learn some facts and take a citizenship test.
The idea that a person has to learn certain dogmas in order to belong gets the whole concept just about exactly backward, in my view. Belief and behavior are important, but the first thing that happens is belonging, which creates the context for behaviour, which then makes sense of belief.
