I actually asked something similar, but specific to my own WIP, I think It may have been wiped in the great june data wipe, though.
My WIP has two worlds. One is an earth colony, so I can work out their religion, (Which, not so coincidently will resemble my own beliefs.) But the other world has never come into contact with earth or even humans before. The religion in their world is intregal with the politics and culture. In my mind, they are worshipping the same God, the same Creator, we (I) do, but I haven't quite figured out yet how to convey that. They wouldn't know Jesus, per se, so I have to figure out how God has manifested himself to this world. Plus, I want it to be subtle and not preachy. One thing I've worked on some is writing some of their scripture. I thought if I could actually have something for my characters to quote/refer too, plus just knowing it, would make the story more believable. I didn't realize until I started how much of the bible I've absorbed. I've had to stop myself from 'quoting', especially Paul. I'm not one of those people who remembers exacts, I can't tell you the chapter and verse, but I remember a lot of the content and meaning.
EDIT/ADD Also, I will say, writing a creation story and prophecies has helped me to flesh out the entire world/ story. It is neat.