The main religion in my DF game is superficially Christian, monotheistic, and mostly derived from Catholicism. This because my last name ends in a vowel and I'm from New Jersey. Go with what you know.
I haven't really defined much, but we do have some of the major players in religion getting some in-game references:
The Good God is a masculine-defined god (Always "He") worshiped by pretty much everyone who isn't worshiping The Enemy in some form. Served by a large priesthood capable of spells as well as angels of various levels of power - few, if any, are ever encountered.
Opposing the Good God is . . .
The Enemy, sometimes referred to as the capital-D Devil, is served by cultists and evil folks of all kinds. He/she/it is served by demons of various sorts, mostly, and weird extra-planar beings of chaos and madness. Many evil cultists directly worship those beings. It's not clear if they are just aspects of The Enemy, or not. In any case, they can grant evil spells to evil worshipers.
We haven't defined many saints. So far we have the Seven Saints of Felltower (but no one is clear about who exactly they are), and one more:
Saint Buyya Duad the Thrice-Martyred is the patron saint of Brother Ike's* order. He's best know for his three martyrdoms and his many, many near-martyrdoms. He is the patron saint of matyrdom in general, he protects risk-takers, and he protects fools pretending to wisdom.
The overly-broad definition of The Enemy allows me to freely plunder AD&D, D&D5, Pathfinder, Labyrinth Lord, Rolemaster, video games, etc. for demons, devils, daemons, demons from the void and demons from beyond the pale, balrons, etc. to use in the game. It also neatly removes the whole AD&D cosmology which is a) cool but b) not what I want here. Same with having a single Good God instead of dealing with modern misconceptions of pantheistic religions ("I worship Artemis, so I totally hate that guy who worships Zeus!" Wait, what?) brought on by all growing up monotheistic. The saints let me play around with holy beings of all sorts.
Clearly I need to expand my repertoire of saints! (Just saying, not looking for suggestions - they'll occur organically now that I'm thinking about them.)
* Hjalmarr's sidekick cleric. Full name: Brother Iklwa Juma Deswayo N'Zinga.