FFXII also had the Occuria, who were God like figures which were effectively corrupt/ruthless. FFIX and FFVIII really had no mention of religion. FFIX deals a lot with philosphy though, life and death. It had the cycle of souls and all that. I found it interesting that there was no mention of religion in the whole game.
Prayer often works in FF as Avarice-ness mentioned earlier. You pray to the summons in practically every game. But then summons are observable entities.
But I thought the gospel was boring...
What is FFX-2 then?
Anyway, I think you'll find that FFIX is the true religious 'text'. It chroncicles the ascension of Steiner into heaven where he sits on the right hand side of Beatrix, the father almighty.