The Huns and Saxons can only be Pagan, the Sassanids can only be Zoroastrian, and the Berbers can only be Christian. The other factions can choose between Christianity and Paganism. Which one do you think is the best for each faction?

Eastern Rome: Christianity, as even the provinces with Pagan temples are usually majority Christian.

Western Rome: Christianity, though a case can be made for Paganism as well. Paganism is much stronger in the West than the East and converting to Christianity will cause riots in parts of the empire. However, you have plenty of family members with bonuses to Christian conversion. Ultimately, Christianity provides better public order bonuses for your larger cities, and is generally the better choice.

Franks: Christianity, in order to train Paladins. Might be difficult to convert, however.

Celts: Paganism, in order to train Druids and the Hounds of Culann.

Alemanni: Paganism, in order to build berserkers.

Lombardi: See Alemanni

Burgundii: See Alemanni

Goths: Christianity, as you already have a Christian faction leader and Christianity is powerful in the regions you will likely expand into.

Vandals: Christianity due to better public order bonuses. But if you decide not to expand into Christian provinces, Paganism is the better option.

Sarmatians: See Vandals

Roxolani: See Vandals