Religious people generally choose one of four different positions when talking about God: exclusivism, inclusivism, pluralism or universalism.

Exclusivism (particularism). There is one true religion. An exclusivist follower of Christ claims Christianity is the only true religion, and salvation is impossible without explicit trust in Christ.
Inclusivism. Others can experience the benefits of the one true religion in spite of following a false religion. An inclusivist follower of Christ claims there is no salvation outside of Christ, but God will extend grace to those who have partial or distorted knowledge and implicitly - perhaps unknowingly - believe in him. God can be sought and found in other religions in spite of their flaws, and that will be salvatory.
Pluralism. All religions are capable of leading to God (think Life of Pi). This is the basic idea behind the imagery on bumper stickers like “CoExist."
Universalism. Eventually, all will be saved no matter what they believe.

The claim that all roads lead to God is a pluralist position, though some forms of inclusivism may claim this as well. There are two basic claims that the religious pluralist makes: All of us are right because we know something about God, and what we see will be sufficient to lead us to God.

The first claim is often explained by using The Parable of the Elephant.

Some disciples went to the Buddha and said, "Sir, some are saying that the world is infinite and eternal and others that it is finite and not eternal, some saying that the soul dies with the body and others that it lives on forever, and so forth. What, Sir, would you say concerning them?"

The Buddha answered, "Once upon a time there was a certain raja who said to his servant, 'Gather together all the men of Savatthi who were born blind... and show them an elephant.' 'Very good, sire,' replied the servant, and he did as he was told. To one man he presented the head of the elephant, to another its ears, to another a tusk, to another the trunk, the foot, back, tail, and tuft of the tail, saying to each one that that was the elephant.

"Then the raja went to each of them and said, ‘Tell me, what sort of thing is an elephant?'

"The men who were presented with the head answered, 'Sire, an elephant is like a pot.' And the men who had observed the ear replied, 'An elephant is like a winnowing basket.' Those who had been presented with a tusk said it was a ploughshare. Those who knew only the trunk said it was a plough; others said the body was a grainery; the foot, a pillar; the back, a mortar; the tail, a pestle, the tuft of the tail, a brush.

"Then they began to quarrel, shouting, 'Yes it is!' 'No, it is not!' 'An elephant is not that!' 'Yes, it's like that!' and so on, till they came to blows over the matter.

"Just so are these preachers and scholars holding various views blind and unseeing....."

(paraphrased from cs.princeton.edu)

Unfortunately for the pluralists, the parable doesn’t support their position. It requires one person to be in a position to judge whether or not all the other competing claims are true. So, it requires a qualified judge who sees all and knows all. In fact, this parable is compatible with a Christian view of God. Sure, other people know some true things about God. Christianity simply claims to be the religion that offers a unified perspective of the Big Picture.

In addition, this parable shows a misunderstanding of what religions actually claim. Pluralism claims all religions are superficially different, but fundamentally the same, but that’s not the case at all. Religions are often superficially the same, but fundamentally different.

Here are ways in which religious claims around the world are different:

Jesus’ Death and Resurrection: he didn’t die (Islam); he didn't rise (Judaism); it was spiritual enlightenment (some Eastern religions); he did both (Christianity)
The Afterlife: We functionally cease to exist (Buddhism); we are reincarnated (Hinduism); we are snuffed out (Jainism) continue in personal existence (Christianity)
God: We are god (New Age); God is everything (pantheism); God is Unitarian (Islam and Judaism); God is Trinitarian (Christianity); God is Many (Hinduism); God is a Force (some branches of Buddhism)

Stephen Prothero,author of God Is Not One, does not profess to be a religious person. Nonetheless, he wrote a book after he became increasingly frustrated with the shallow cultural conversations about religion. In an interview with The Huffington Post, he said,

“I don't think pretend pluralism is the way to go. All religions are not one. They are neither the unified beauty the multiculturalists want them to be nor the unified ugliness the new atheists insist that they are… As any ordinary Muslim in Indonesia or Christian in Nigeria can tell you, Islam and Christianity are not one and the same. It is just as false to say that all religions are poison as it is to say that all religions are beautiful and true.”

The inclusive “all roads lead to God” pluralist wants to take the people of all religions seriously, but this is done at the expense of the claims. Hard-line exclusivists (if they are not careful) can take the claims seriously at the expense of the people.

Jesus said, "I am the way, the truth and the life. No one comes to the Father, except by me." This message must be said with grace and humility. The goal of Christianity is to take people seriously (treating others with honor and respect as image bearers of God) while taking their beliefs seriously – which requires affirming or challenging what people believe with honesty, boldness, and a commitment to truth.