
The new versions of Dwarf Fortress have added quite a bit in the way of dwarven religious preferences, and I think it's high time to capitalize.
In the past, the ingenuity of some fervent dwarves has led them to construct temples or other structures dedicated to Armok the Blood God. But Armok isn't the only god in town now!
The Details of the Challenge:
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Generate a world and pick a starting location. Prepare as you normally would and embark! (Note: due to the chance that you might not get enough dwarves with a deity you like, it may be convenient just to use the default starting build to avoid repetitive bouts of careful preparation).
The dwarves who worship your chosen deity are your 'monks'; it would be wise to select a deity that at least 2 or 3 of your starting dwarves follow. The rest are infidel slaves captured during holy crusades; they will perform the undesirable and back-breaking hauling work.
When migrants arrive, sort them out in the same way - only the worshippers of your chosen god should be accepted into the true community! The rest are merely heathenous dogs. Working them to death is doing them a favor, since their existence is only a miserable shadow of what a true believer's could be.
Your goal is to create a functioning monastery, citadel, monument, or what-have-you, dedicated to your god and reflecting, in one way or another, the things they represent (as seen on the 'Deity' screen). Of course, this is mostly up to your imagination. If you get a god associated with plants, you could line the inside of your monastery with quarry bushes. Or you could go all wussy-elf and build it around existing trees so your followers can worship in nature-loving, mamsy-pamsy bliss. You decide.
Obviously, only 'ardent' followers should be promoted to high positions of power. Since the dwarven monarchs and nobles are only empowered on the mortal coil if they are favored by your god, it's your job to 'weed out' those spies and deviates sent by other deities. If you have to kill 15 infidel Barons, so much the better!
Obviously, post pictures/progress reports of your godly endeavors, so we can all marvel at them. 
Edited to reflect lack of deity preference in embark screen.
[ March 12, 2008: Message edited by: Lord Dullard ]