About religions in general and religion-civ relationship:
Firstly, i strongly disagree with a notion that any civilization (except for Illians) should be "locked on" on one religion. Yeah, it makes sense Bannor going for Order, but what's wrong with going RoK? or Empy? I think ReligionWeight is ok, it just needs to be adjusted a bit, so that absolutely improbable combinations should be avoided (Order Sheaim? AV Ljos? WH Amurites? No, thanks).
Secondly, i think religion should be an addition to the civ, something that should help in a particular situation, not to be an unsaid part of it. For example, i am a Ljos player, there's a lot of water tiles and fish around, going Fishing -> OO seems reasonable (and let's face it, seafaring elves are not unheard of, and their worshiping of some wicked sea gods only adds to the charm), but i HAVE to go FoL, otherwise my civ will suck. Or this evil Khazad slaver leader (forgot his name), who is bend on a self-profit and making money by any means, lore-wise, he should NOT go for RoK (their being all nice and good-loving), more like CoE or AV (if we have devil-worshiping duergar type), but again, playing as a Khazad you HAVE to go RoK, because, you know, gold-producing temples, improvement of a dwarf fortresses, etc. I think this situation should be revised. Yeah, i understand that it would take too much hassle and, in some cases, remodeling civ from scratch, so it's not happening, but i voiced my opinion on a matter.
And lastly, religion imbalance in particular. Yes, balance issue is as old, as FFH itself, but i'll elaborate. With about 30 different civs, it's impossible to make them all balanced (though, we have two instances of ground-breaking monstrosities called Malakim and Grigori and one instance of bleak weakling called Chislev, which should be mended), but in a religion's case, we only have 8 of them, and difference in power between them is tremendous.
In short: RoK >> AV > Order > FoL >> OO > Emp > WH >>>>>>>CoE
I won't go into explaining every problem, but I'll point out the most important ones:
1) RoK is OP. Its temples provide the most valued resource, they have a low-game and a mid-game heroes, the Avatar, really good civic, their priests have good spells and they have FREAKING MINES OF GAL-DUR. This religion shines at every moment of the game, it useful for every victory type and it's not that hard to use it.
2) Empyrean. A long time ago, i saw a question somewhere on this forum: "Why would anyone go Empy?". The answer were "Chalid". And that's the main problem. Whole religion is centered on a single hero (who IS powerful, no jokes about that). They have no unique civic, no unique wonder, their units are pretty meh, their priest's spell is useless, and this religion is discovered the last of all (tied with CoE). IMO, this religion needs a lot of work
3) White hand. Religion that is created solely for one civ - it's bad design, honestly. Moreover, religion, that decreases value of your territory and provides nothing really useful in return? You joking, right? Even Doviello under Charadon would go FoL rather than WH
4) Council of Esus. I don't know where to start. No temples (therefore, no happiness and bonus income of any kind), no priests, no unique civic, no unique wonder, you have to pay gold to spread this religion, they have two units - one absolutely useless, the other actually rather decent - but it comes at the end of a techtree, and they are limited at 4, their unique promotions are garbage, save for one or two and this religion is discovered the last of all (tied with Empy). The only good thing about it is earliest "archmage" hero (with an absolutely useless unique ability, though) and rather overrated ability to not have your units removed from enemy's territory during DoW. Why would anyone at any time go for CoE is beyond me. If Empyrean religion needs a lot of work, Council of Esus needs a total and complete renovation