(Disclaimer: While I, and perhaps you, may have no particular religious tendencies, other people do. And they have the right to their beliefs, so please don't post comments about how religion is for morons or anything like that. Thanks.)
(Secondary disclaimer: Storm is not a goddess, so please don't bring her here as an example of religion in comics)
I was recently revisiting the Galactus Seed arc of The Mighty Thor. While still being a shining example of Fraction's incompetence, it had one scene that I found interesting:
Faith and spirituality have a lot of influence on both Marvel and DC's works. A couple of years ago, when I read Rage of the Red Lanterns, I was surprised to see that the Blue Lantern named Warth was obviously heavily inspired by the Hindu deity Ganesha. He even had the broken tusk and everything. It was fitting because in Hindu mythology, Ganesha stands for the belief that all obstacles and adversities can be overcome. Hope, basically.
Religious mythos can be the source for great stories. Vertigo's Lucifer series is one of the best comic book titles ever made, and it derives much of its background and detail from the Judeo-Christian tradition. There are significant changes, however. In mainstream Christianity, Lucifer/Satan seeks to overthrow God and impose the will of Hell over creation. Or something similar, I confess the Bible isn't really my strong point. In essence, he's definitely the bad guy. In the Lucifer series, its protagonist, Lucifer Morningstar is more of an anti-hero. He rebelled against Heaven because he felt that by creating him and predetermining his life, his father had robbed him of his right to choose his own destiny and bound him to the Presence's rules.
But that's not to say villains can't be drawn from religion as well. Earlier this year, Marvel published the event Chaos War, where an assortment of heroes (including Hercules and Thor, both drawn from mythology) went up against Amatsu-Mikaboshi, the Japanese god of evil and chaos. Elements of the villain's real world source were easy to see, such as his enmity with the Kami, Japan's Shinto gods.
One of the last issues of the 2009 Power Girl series (damn you for what you did to her, DC) featured a Muslim metahuman named Rayhan Mazhin, arrested by overzealous law enforcement on suspicion of being a terrorist, when in reality he was trying to save lives. The issue was sort of a statement against discrimination on the basis of religion or ethnicity (Batman called it "an egregious miscarriage of justice").
I could go on about religious influences on various characters. Wolfsbane and Nightcrawler are staunch Christians (Presbyterian and Catholic respectively), Thor and Hercules are gods (as are all the members of the pantheons they belong to), the Spectre is God's hitman, etc. The point is, religion and religious elements can be incorporated into stories that entertain without getting too preachy.
Unfortunately, there's the other end of the spectrum. While faith and spirituality can be celebrated in comics regardless of which religion they pertain to, some comics are filled with the denigration of religion, most of the time for impact or shock value. While I'm a big Vertigo fan, a prime example of this is the Vertigo series Preacher, where the Judeo-Christian God (this one's not the Presence) is portrayed as an insecure, tyrannical megalomaniac desperate for the love of his creations, and who would smite anyone who so much as thought of disagreeing with him.
There's a thin line between celebrating faith and mocking it. Anyway, if you read this, thanks.