In my first two games, I have totally missed out on getting a religion. All of them were doled out before I could get a shrine up. There's probably a lot I don't know about getting a religion. Anyway, once it's decided that I will have no religion, do I need holy sites and temples for anything? Does having a lot of faith do any good at all? In my first game, I had like 5000 faith sitting around, and all I did was buy a naturalist.