I've heard the crafting grind/tech tree is pretty beastly, in the sense of "oh god why must I suffer so?". Also thralls randomly disappearing and other good stuff.
It's incredibly difficult to find a game that dares to actually model slavery, so I've been keeping an eye on this even with the somewhat mixed responses it's been getting. The grind for summoning a godly avatar seems absolutely hysterical, but I can kinda understand that, given the power of the thing.
...well, sorta. The transformation only lasts, what, 15 seconds? Which has been proven to be more than enough time to get yourself stuck on some geometry or spend an incredibly long dramatic attack windup just to miss because the hitbox isn't what you think it is.
The actual benefits and distinctions provided by the different religions are also a little bit "eh", from what I've seen. From what I could gather from discussions and the game's rather tragically under-staffed wiki, the religious items are either not particularly important when compared with mainline stuff (outside of Yog's food and Set's antidotes) or are too expensive to be worth the effort. I suppose they shyed away from giving the religions particularly distinctive or powerful advantages so that there wouldn't be an obvious "best" faith, but it's not like that actually matters much considering you can get access to all of their tech trees regardless of which one you pick (and the general consensus seems to be that Yog is better anyways, despite this).
There's been talk of potentially adding in some other ones, like Jhebbel Sag. That has the potential to be a lot of fun.