I have an appreciation of the Temple of the Silver Flame and the Blood of Vol as religions / faiths. Having undead being not necessarily inimical to the average peasant, even gilded with a type of nobility, is an interesting take. It blends well with the city-state of Hollowfaust from the Scarred Lands. (Although that's a culture and not a religion.) The Silver Flame I enjoy as it has a complexity that I could see existing in the real world, as mentioned above. I've read some short stories that may have inspired it, so that's also a cool little novelty there. Now that I think about it, the Mithril city-state from the Scarred Lands meshes well with that, too.
I have a strong appreciation for Wee Jas from Greyhawk as she strikes me as a very syncretic deity. Death, Beauty, Magic I think are her spheres of influence? What happened in history for that to come about?
Going to what I've read, the Church of the Seven from Game of Thrones has some influence in my world building. It's a bit cut-and-dried, but it is a nice skeleton to start from. My absolute favorite religion in SF/F literature is from the World of Five Gods by Bujold. (Curse of Chalion, &c.) It makes a lot of sense to me. I even appreciate the pseudoscience as to where the deities came from, how it informs the magic of the world, and how the material / spiritual split affects the relationship between gods and mortals.
I definitely feel that religions are far more interesting, engaging, and useful than gods. A religion can be comprised of one god or many, or even a philosophy, but it is the structure that gives it meaning.