Obviously there's FFX (and half of FFX-2 which treats New Yevon as "same as the old Yevon", though they do eventually see a bit of sense from both sides) but aside from that I don't see it much. Well maybe XIII a bit with the "gods" being those evil Falcie guys.
Anyway if I was religious I'd possibly see X-2 as positive in an odd little way. It reinforces the "if you cast off religion you'll become a brazen hussy" stereotype
(I'm half kidding, but I did prefer religious Yuna)

FFVII's Aeris could be seen as religious. Even if the "god" was the planet's gaia, and not a bearded chap in the sky. And she was treated fairly well (SPOILER)apart from the whole "dying" thing.