Per Say, there really isn't a "religious victory" You can have a diplomatic or culture victory which are both quite fun.
For the Diplo try The Greeks, their extra benefits with CS's makes it more quick/fun, Build buildings/wonders/tile use that create a healthy economy as you will need plenty of cash to buy out the CS's later game, Use the religion to help with economy(Tithe as I used is pretty good).
For the Culture Victory pick a civ you like for playability and then start early building all the culture buildings and wonders you can You must use the social policies which help with all this economy and get all the culture CS's on your side and keep them there. Planting 3-4 Great Artists works for the culture benefit also, but I have not used them as much, so someone else will have to tell you how they work best.