Every time I get a little overenthusiastic about world building I stop to asking myself the following questions:
- Will this actually come up in play?
- Will this make a difference? 
- Will my players care? 
Unfortunately, I can't remember the last time religion played a prominent role in any D&D game I participated in.  Deities were largely selected based on the mechanical benefits they brought to the table and were otherwise window dressing to the setting. 
If you have nay-theist, what impact does that have on adventuring?