Personally, it's a tossup between the Celtic Shrine of nfriuhgeughukbgeku (Hounds of Culann, nuff said), the Frankish Shine of Wotan (+2 Experience starting out = yummy, plus it's upgradable to +3, allowing you to get +4 exp spearmen or archers), and the Sassinad's Zoasomething (the +Law really does help your trade).

What is YOUR favorite religion choice?

And to give fair warning, gameplay religion only. DO NOT MAKE ME MOVE THIS THREAD TO THE BACKROOM.