Because so many of them- and I'm counting several works of published fiction I've read in this- are so damn similar.
1) Go beyond the Christian-based religion. Yes, it's easy and it's the religion a lot of fantasy authors seem familiar with. But most of the time there is simply no context for it (one reason, possibly, that a lot of fantasy authors with a Christian-inspired religion cut out Jesus; it's too hard to make him fit into another world). This world has the same system of monasteries, convents, religious laws, taboos, church hierarchies, and so on without having any of the same justifications. I'd say that if you want a Christian-based religion, study the history of Christianity, such as why these particular laws were made at this particular time, and try to adapt it to your fantasy world. I suspect a lot of people would have trouble. Good; it might encourage them to grow beyond the rather boring, pale gilding without any of the solid gold.
There's one other fault of a Christian-based religion: it has a tendency to make its author get preachy, either for the religion or against it. I hate message fantasy- fantasy where the author should have been writing a pamphlet instead of a novel. Setting up your book to echo your own religion too deeply is just asking for trouble.
2) Go beyond the Wicca-based/Neopagan-based religion. This one is popular lately, and I can't tell if it's because all the authors are actually Wiccan/Neopagan themselves, or just think it's a cool idea. (Personally I blame Marion Zimmer Bradley and The Mists of Avalon). But these religions suffer the same problems as the Christian-based ones. They are so goddamn vague. The witches are persecuted- but there's none of the complex reasoning and fanaticism that was beyond the persecution of witches in Europe in the Middle Ages. The women are the leaders- for no apparent reason. There's a god and a goddess, just because. There may even be specific religious rituals, like the Spiral Dance, or ideas like the Wiccan Creed plunked down in the world, just because. Boring, boring, boring. Over time, these ideas have lost their distinction from fantasy to fantasy, blurring into one big, vague idea of earth mother worship.
Wiccan-based fantasies also have the tendency to get preachy, though almost always for the religion instead of against it. Also, I've read a lot of them that do the "Women good, men baaaad!" sort of thing, thus becoming religious message fantasy and feminist message fantasy at once. This combination has become the most common reason I hurl books across the room. I loathe message fantasy. I would suggest drugging the idea in its sleep and killing it, but that's too clean a death for it.
Yes, fantasy can convey important messages. But if the author leaves no doubt about whom we're supposed to cheer for- and particularly if the gods in that world are lining up behind the "right" characters- it turns preachy.
3) Come up with some original trappings for your religion. This goes back to the vagueness I spoke of. Even in the case of a religion with a goddess and priestesses that doesn't seem to be based on Wicca per se, it still tends to have vague things like marble temples, still pools, meetings at the full moon, and so on without showing me why it has them. Pretty, and meaningless.
I think all of these things can be used, but only if the author provides some justification. If you want your priestesses to take vows of chastity, think about why that might work. In one of my worlds, I used it as a natural outgrowth of the idea that a goddess of emotionlessness probably wouldn't be that much in favor of sexual passion, so all her clerics are required not to have sex. I've read one story where it was because the democratic, communal priestesses were so against royal privilege that they didn't want to take a chance on a bloodline inheritance becoming established in their own sanctuaries. The justifications are out there. Find and fashion them.
4) Consider giving your 'good' religion a less than spotless history. Study the history of most modern Earth religions (the exceptions probably being the ones established in the twentieth century, which haven't had time to get around to it yet), and you'll find them littered with heresies, executions, controversial decisions, restrictive laws, persecutions, and creative methods of killing people who disagreed with them. Yet somehow the "good" religions in fantasy have never had anything like that happen. They are happy-pretty-sparkly things. It's the Bad Guys who have heresies, and do mean things to the heretics.
Yeah, right. A religion can have done a lot of good in its time and still not be populated solely by saints. Flat characterization and stereotyping finds an easy home in those nice, otherworldly priests and priestesses who would never dream of speaking a harsh word to anybody and are consumed with guilt even if they have to kill an enemy, which somehow makes it okay (meanwhile, any bad guy who kills any of the good guys is metaphorically flayed alive). I'm much more interested in characters who grow and change, who go through crises of faith and emerge the stronger for it, or even- though I've never actually seen this happen- lose their faith and manage to go on with their lives. I always groan when I start reading a fantasy story that has a priest or priestess, because I start being sure that everyone else can change 180 degrees from what they were and the priest or priestess will still be smiling and handing out flowers.
Make them live a little. For their sake, and the gods' sake.
5) If you must make a religion evil, at least come up with original ways of making it so. I've lost count of the evil priests I've read in fantasy who torture people, rape children, bloodily sacrifice virgins, and hold rituals at midnight around black altars in the depths of the earth.
I don't know about you, but I'm getting pretty tired of the hoary old Satanist clichés- especially the completely unjustified ones, like upside-down crosses in a world where no one has ever heard of Christianity. Why can't evil priests have their rites in the daylight for once? Why can't there be evil priestesses who are not seductive sluts, or evil priests who aren't secretly waiting to have sex with every child around?
Most authors seem to accept that the people in their 'good' religions joined the faith out of love for the gods and a genuine desire to do good. Does that never apply to someone who worships the "wrong" gods? It seems to be an active desire to do evil that guides them, even more than the wish for power. In reality, as with most worshippers who make people uncomfortable, it's much more likely to be because they were raised in the religion and never thought to question it, or because they believe they are doing the right thing.
It's really hard to take them seriously when they're dancing around their altars to the light of thirteen black candles getting ready to sacrifice the latest virgin, though.
6) Consider some variety. If you want to use mythologies from the real world, why not use Chinese, South American, Russian, Eastern European, Indian, or Southeast Asian mythologies instead of or in addition to Greek, Roman, and Egyptian pantheons? Those show up all the time in fantasy, I suppose because the mythologies are the most accessible to a lot of Western writers. But just like the Christan-based and Wiccan-based religions, they lose a lot of their charm through repetition and no attempt to adapt them to their new worlds. Unless you're writing alternative history and your world happens to have events happening exactly as they did in Egypt, Rome, or Greece, then the conditions will be different in your fantasy world, and probably wouldn't have produced the exact same gods.
Similarly, there seems to be a uniform level of faith in most fantasy worlds, unless you count the difference between the priests and the laity. Does everyone in your world really accept unquestioningly what they're told, especially if they themselves have never seen the gods? There's a distinct lack of atheist and agnostic characters, even in worlds where the gods don't directly show their physical selves, even in highly secular societies. This could be a new direction to explore. Even if those characters are wrong, I think it would be a lot more entertaining to have at least some doubt than to assume everyone just accepts all the legends as true. (And okay, I'm biased here because I'm an atheist, but it really puzzles me, too).
It really stands out when an author spends time carefully working out history, languages, geography, and so on, and then just plops down real-world tropes of religion in a world that would never have produced them.