I think the War Shrine is good, because it lets you add combat bonuses no one else can get. That is, if you weren't counting on Talisman to make you 100% accurate anyway. Death Shrine is worth building too, but not worth a lot of racial points, though it does mean you can do more damage than anyone else with the same weapons. I'd prefer Death Shrine to Nature Shrine, if I had to choose, because Nature Shrine's effect is so slow. In fact, I think you probably should have to choose, since Nature Shrine and Death Shrine wouldn't necessarily be provided by all religions.
Without the Talisman, I think Religious would be worth less, though - no more than 1000 points. With it, it is probably worth more, except that smart players are liable to try to wipe you out before you develop it.
PvK