I'm a religious person in real life, but I don't jump into believing things blindly either.
I'm intrigued by the Qun as it's more of a philosophy and less a religion. I like that it doesn't discriminate between races. Tallis and the elves who joined the Arishok in Act 2 make it very clear that elves are far more equal under the Qun than they are in any Andrastian nation. Sten and Zevran's dialogues make it clear that Zevran is surprised that some elves are given positions of authority over humans, although he didn't seem to get the notion that the individual, not the race, is judged and assigned a role based upon their aptitudes. Unless they're a mage then they simply are Sarabaas.
However, I do not like that it's so oppressive and it doesn't allow any flexibility in personal desires or ambitions, to the point that even your 'partners' for children are chosen for you, and the children aren't raised by their parents.
The Chantry, both Imperial and White, have a fascinating history, and at first glance, seems to reflect the Catholic Church in real life. However, I feel it does not, and the only real similarity between it and the Catholic Church is that it's international, and wars were fought to spread the religion to the 'heathens' as it were. If you simply read the Chant of Light and take it for what it is, it is very poetic, and has many similar teachings to what I hear in church.
However, there are also some very disturbing facets of the Chantry. For one thing, I simply cannot believe they are the be-all and end-all of all things related to the Maker and the Fade. Heck, the Chantry didn't start to rise until over a century after Andraste died in the first place, preaching a return to worshiping the Maker. And Drakon I picked one of many Andrastian cults. Whose to say that their interpretation of the Chant is correct or incorrect, and they simply had the largest army backing them? Also, they make it very clear that they must spread the chant to all corners of the world before the Maker will return, but they have no problem removing Canticles from the Chant when they become politically inconvenient, like the Canticle of Shartan being removed after the war with the Dales, the Chantry ordering all elves to live in alienages and convert. Or the Canticle of Maferath. And all the other Dissonent Verses.
Also is the Chantry's long history of getting involved with politics that favor Orlais. Whether it's supporting them like in the Ferelden war in The Stolen Throne, or in Thedas Calendar codex, nearly named an age to celebrate Orlesian dominance, then swiftly named it the Dragon Age, rumored to be in favor of Orlais in the battle of River Dane. Or whenever Orlais seems to be in trouble, it's the Chantry that has to bail them out, like calling an Exalted March when Orlais was about to lose. Now I'm not going to get into that debate, but the fact of the matter is that if they stayed out of it, we don't know what would've happened but I simply don't see the elves as interested in enslaving humans at all when they're so focused on isolationism from humans so they can regain their fabled immortality. That's all I'm going to say about that. (Had a nice debate about in a PM conversation not that long ago.)
As for the elves with their beliefs in the Beyond, the creators and so on. I find it quite interesting. They also seem to possess a great deal of knowledge about spirits and demons that those who follow the Chantry either disregard or don't believe, as part of their religious differences. For example, Anders and Chantry-controlled Circles believe in spirits and demons, that spirits were the Maker's first children and he abandoned them to create the world of man, only to abandon them too. They believe in benevolent spirits and malicious demons. The Dalish however, regard ALL spirits as dangerous, and WoT makes it clear that the Dalish do not engage in any form of magic that calls upon spirits for that reason. (I guess that rules out the entire school of spirit for them)
But they are just as capable of identifying demons as a trained mage from the Circle. I know some Merrill-haters don't want to hear this, but Merrill trumps Anders in conversations when it comes to identifying spirits. She was able to tell just by examining Kerran's blood that he wasn't possessed, can give very sound advice on how to resist demons ("A Sloth Demon! Think active thoughts, like running, jumping!") I don't know if the bit with Kerran is because she's a blood mage or simply because she's knowledgeable on spirits, but Anders simply attacks Kerran and thinks that since Kerran didn't fight back he isn't possessed. A smart demon (Pride or Desire) would be able to play that down and isn't reliable as a source unless you're dealing spirits of Rage or possibly Hunger. A blood test seems more reliable.
Overall, I can't see anything wrong with their religion at all. But the attitude of the Dalish to non-dalish does get on my nerves. I can't say I care for the superiority complex or how they can't seem to accept that sometimes non-dalish can do what their best hunters cannot. (Master Ilen getting offended at Hawke offering to clear an area with ironbark of darkspawn comes to mind.)
And finally the dwarves.
I like that they're focused on living up to their ancestors and revering them, but following tradition is killing them off, and they know it but are too stubborn to make the changes to improve their chances of not going extinct, like arming casteless or allowing people to move beyond their current caste (unless they become a paragon) because it would go against tradition.