What if you can go to a shrine dedicated to an Aedra or Daedra to get a certain buff related to the god you are praying to, it would be something permanent that you can change like the mundus stones. Even better a skill line related to that god that you obtain after a really cool quest line like necromancy for Molag Bal and a upgraded bow skill line that adds more bow spells from Hircine, from mara you will get more resto spells and from Meridia Sun spells!!!!
Some of my favorite screenshots
My opinions and posts are mostly on a PvE setting.