One interesting play with the Celts that worked for me on Immortal (probably wouldn't work on Deity) is to open Honor and turn on raging barbarians. Then for your pantheon choose God of War. When you finish the tree you're getting gold, culture & double faith for each barb that you kill. It's awesome. It's equally fun for conquest. Convert cities as you capture them to get the pantheon, and you're getting faith for kills as you attack the next city. This faith turns *massive* later in the game.
