If ever I were to follow a book as a form of religion (and I'll not get too specific in defining what is a religion based on a book and what isn't so as not to offend anyone), it would be Terry Goodkind's Seeker of Truth books. I adore the message in them, which boils down to this:
Live your life like you value it.
Of course there's more depth, such as think for yourself and don't blindly follow others out of faith or laziness, be loyal to your friends, look to solutions and not problems, don't blame others for your own misfortunes, strive to make your life better, be the best at what you enjoy doing, etc. Those are all very worthy, very noble goals were ever I to create a religion.
It's interesting to find a fantasy series that so blatantly places the theme at the very forefront, and doesn't bury it within the characters. Goodkind's characters, of course, embody the traits of his theme, but they also preach them. Ad nauseam (it's the reason I took a four-year hiatus from the series). Through character and narration, Goodkind beats the reader over the head with his ideals, rubs their face in it, buries them beneath it, adds on top an avalanche of a reminder of his theme, tops that with a blizzard with each snowflake inscribed with his theme...you get the idea.
But, if he were attempting to set the groundwork for a religion, it's definitely all there.