Cities have a few small differences. An gives cities more culture than others. Nanna gives more gold and Utu gives more research
Unique temples:
An: +15% defense
Enki: New water units get +2 experience
Enlil: New archery units get +2 experience
Ianna: New land units get +1 experience
Ki: +1 Happiness from coal, marble, stone
Nanna: -10% maintenance
Utu: same as Nanna
Unique cathedrals:
An: +25% Great Person birth rate
Enki: +1 food from water tiles
Enlil: -25% damage from air units, -25% air unit capacity
Inanna: -25% war weariness
Ki: +25% defense (except vs gunpowder units)
Nanna: +10% research
Utu: same as Nanna
Unique unit promotions:
An: +10% healing (An's Comfort)
Enki: No combat penalty for attacking from sea (Enki's Escort), +2 movement range for naval units (Tidal Blessing)
Enlil: +25% strength for archery units (Enlil's Guidance), +30% city bombard damage (Enlil's Windfall), +25% vs archery units (Protection of Wind)
Inanna: +25% experience from combat (Inanna's Teachings), +25% city attack (Unbridled Fury)
Ki: +1 movement range for land units (Earthen Aid), +25% hills defense (Earthen Defense), first strike immunity (Ki's Strength)
Nanna: +25% city, jungle, forest defense (Nanna's Cloak)
Utu: Garrisoned city 100% less likely to revolt (Utu's Allegiance), +50% gold from pillaging (Utu's Retribution)
Inanna is more likely to get Great Generals. Nanna and Utu get random bonuses "based upon the stars" (increased growth, production, wealth etc)