I haven't had the time to read through the entire thread so apologies if what I say has been touched on before.
Although Dragon Age had an abundance of information on the religion of Thedas, I feel that there is still so much more to be explored. For me, the Chantry and Andraste helped more than any other feature in creating a 'real' world. Unlike some other fantasy settings, particularly dnd, religion in Dragon Age is very comparable with religion in our own world, belief in a higher being is purely a matter of faith. There is no tangible proof that He exists. All the detailed lore surrounding the structure of the Chantry, the Chant of Light, the black and white Divines ( I think that's what they were called), and even everyday phrases (Maker's breath!) were instrumental in creating a believable world.
I want to know more though! Are there any religious holday's observed? Do the citizens of Fereldan sit down to an Andrastemas meal once a year?

Are there dangers to publicly proclaiming that you don't believe in the Maker? Does a form of Inquisition exist? Is there a branch of the Chantry that focuses on hunting/converting heretics and non-believers in the same way that the Templar's hunt and destroy apostates/maleficarum? I would imagine heretics would be a more serious threat to the Chantry than mages as most mages appear to be Andrastians. Will we ever find out if the Maker exists or not? Will he 'return'?
I would also have liked if the Templar specialization required more than just chatting with Alistair or reading a book. The Reaver and Blood Mage specializations required you to act in particularly evil ways in order to unlock them, and so the Templar specialization could have quite easily tied in with the Circle of Magi quest. Become a Templar and complete the Right of Annulment? Something like that.
I also enjoyed how there were different fraternities within the Circle of Magi. This is something I'd like to see expanded upon. How do the various political groups interact with one another? The Circle of Magi quest showed how dangerous the Libertarian's could be as, according to some codex entries, they were supportive of Uldred. Are they organised in any way or are they just like-minded individuals? Will future Dragon Age products reveal the advancement of one of these groups' ideals? Or will things be the same as in DA:O?
I would also like to know more about the various nations of Thedas, particularly Orlais, due to it's very close ties with Ferelden, both geographically and historically. The conversations with Leliana in which she describes the Orlesian countryside and Val Royeaux have also piqued my curiosity. It's the most powerful nation in the known world and home of the Chantry, I have to know more. And how are current relations between Ferelden and Orlais? Is the attitude of Loghain the norm?
I suppose most of what I've mentioned is just little things, but I feel that they add to the immersion factor of the game. And they're what made the game so enjoyable for me in the first place. It's clear to me that a lot of effort went into creating an entirely new world with it's own cultures and religions.
As for standout moments; Leliana's singing in the camp was a surprising and welcome addition. Learning about the different party members in camp and forming friendships/relationships with them was also fun. For example, visiting Alistair's sister in Denerim made me feel sorry for him, and made me treat him a little nicer in subsequent dialogue

, and although it was in no way a pivotal moment in the game it's little things like this that add to the fun of playing.
My favourite quest was 'the Urn of Sacred Ashes'. Haven was such a spooky little town and you just knew something was 'off' the second you spoke to the town guardsman, and discovered the rather unsettling things in the house and tradehouse. The choice of being able to preserve Andraste's ashes or defile them was a lot of fun and you really felt as if you earned the reaver specialization for doing something so heinous. Some of the other specializations could have used a quest to unlock in my opinion, like I said.