I like the Fall From Heaven system where religion isn't just about diplomacy and unifying your friends against a common enemy. By attaching practical advantages to each religion (unique units, buildings, civics, etc) choosing a religion becomes a choice of how your empire will be run and what it's strengths will be - to a certain extent anyway, other choices such as civilization or technology have more influence than religion. You have a difficult choice between founding a new religion best suited to your overall strategy and hoarding the unique heroes and wonders of that religion to yourself, or going with the popular religion that will win you allies and give you support in your holy wars. Or you just pick the right religion from a roleplay perspective and deal with the random advantages/disadvantages that religion may have in a given game, which makes things a hell of a lot more fun and interesting than not having a religion at all.

I don't see religions as "guiding technologies" although varioius religions will have different bonuses along alternate tech paths.

I think changing religoins should be relatively easy, but with its own set of penalties ... therefore proper pre-switch preparation should be required.

I agree that a Fall From Heaven 2 system is favorable, where it not only affects diplomacy but also gives your nation various bonuses. Certain "religious techs" should also require a certain religion or a certain alignment to tech.

Namely, certain religions should convey alignments, while others are neutral.

Also, I think it is better to have fewer religions that are more unique, rather than many religions that are mix-n-matched versions of each other. I mean ... that would take ALOT of creativity and excess coding time imho ... but I will try to come up with around  5-10 different religions ... and hopefully they are different than the 10-20 religions you have already come up with.