Picking the most appealing religion from various settings:
-A Song of Ice and Fire: The Old Gods. Why? Because every other religion sucks. The Drowned God only looks out for the Ironborn, R'hllor wants to burn people, the Faceless God employs murderers, and the Faith of the Seven has the whole abstinence/anti-homosexuality thing. So, Old Gods. Tree hugging. Down with it.
-Andromeda: Wayism. Well, it's the only religion I can name in the setting, but basically your level of committment is up to you, and hey, you get to follow a religion spawned by near-literal devil-spawn.
-Battlestar Galactica: Gods of Kobol. Because the whole "one true god" thing doesn't end well for anyone in that show.
-Diablo: 51 gods of Xiansai. Seems the easiest religion to follow for an adherent - don't need to worry about the Patriarchs or Zakarumites at least
-Halo: Trinity. Because that's a more pleasing alternative to a religion based on what's effectively galactic suicide.
-Mistborn: Pathism. Mainly because it seems like the best choice out of more...dubious, options.
-Saga of Seven Suns: Unison (though there aren't many alternatives to choose from)
-Tron: None. I'm a user. So that makes me a god! A god, I tell you!
-Warcraft: The Light, because god damn it, I need the protection
-Warhammer Fantasy Battle: Taal. Because sometimes, nice gods need some appreciation.
-Warhammer 40,000: The Emperor, for he protects. And because I'd be called a heretic if I chose something else
Y'know, going through a list of medias I'm familiar with, it really strikes me how often you're left with nothing but bad options for your choice of religion.