One concern about the Sunni-Shia split as described in the posts I've seen so far is that it seems to be planned far too late. The split happened almost right away, within 50 years of the founding of Islam, which makes it really hard to model properly. Also, the current civilizations in the game do a poor job of representing Sunni and Shia tensions before later Iran (though a respawn of Egypt as the Fatimids might help with that issue; they could become the Ayyubids if they converted to Sunni Islam).
I would like to see a more subtle use of the concept of holy cities as well, so that more than one city could be the holy city of a faith (e.g., Jerusalem and Rome for Catholicism, or Jerusalem and Mecca for Sunni, or Baghdad [representing Karbala] and Mecca for Shia). This could also allow Protestantism to not have a holy city, which I think is the most realistic modeling. Can't think of another religion with no clear religious center, but one might come to me. Perhaps Confucianism--though base RFC's choice of Qufu as the holy city for Confucianism and Taoism doesn't seem wrong to me, even if Qufu is otherwise a not-very-important Chinese city.
I would like to see a more subtle use of the concept of holy cities as well, so that more than one city could be the holy city of a faith (e.g., Jerusalem and Rome for Catholicism, or Jerusalem and Mecca for Sunni, or Baghdad [representing Karbala] and Mecca for Shia). This could also allow Protestantism to not have a holy city, which I think is the most realistic modeling. Can't think of another religion with no clear religious center, but one might come to me. Perhaps Confucianism--though base RFC's choice of Qufu as the holy city for Confucianism and Taoism doesn't seem wrong to me, even if Qufu is otherwise a not-very-important Chinese city.