I think there are a few things that would vastly improve religions. Not all of these are required, but would be quite helpful.
1. Deep mythos that makes some sort of sense.
2. Actual rituals and observances for the religion to make people feel as if being a part of it means something.
3. Specific goals (convert everyone, destroy this evil, support this good).
4. Concrete stands on various issues (no one gets fired up for wishy-washy religions).
