An interesting post,
I have in my time tried to play various religons and non religions. I have done New age, Jewish, eastern schoolsof thought such as Shinto, and devout Catholic.
I think the key here is to not let it be the sole defining point to your character. I mean in the examples you mentioned such as Kitty or ben, they are not religious cyphers.. those can be a bit on the annoying side, remeber just because a person is religious does not mean that is their sole defining point.
Keeping it subtle or more realistic, tends to make it more believeable. Also on that note i tend to study some of the religion Im going to play to add to it, thats not needed of course and is just something I enjoy doing.