First of all, a big thank you to Predvesnik! Now, I will share my thoughts.
Regarding the gods, I already answered somewhere in the philosophy section:
I believe that in the beginning there was the Absolute (a non-personified accumulation of energy); the Absolute created the universe. The Christian god is a more personified embodiment of the Absolute (possessing character traits and reason), the Islamic god is another hypostasis of the Christian one, Buddhist beliefs are the worship of the Universe's balance. Pagan gods are also personifications of narrower aspects of the Absolute, or personifications of people's own missions created by humans. I hope I won't be burned at the stake for this?
By the way, I am a believer myself.

Regarding prayers:
No matter which god/goddess/gods you worship, it is important for them to know your feelings and thoughts. Prayers are good when they are mixed with sincere feelings; otherwise, it's like in the early nineties when all the mobsters suddenly rushed into faith...

Regarding Heaven and Hell.
Indeed, everyone chooses Heaven and Hell for themselves. For some, Heaven is a tropical beach, as you described. For some, a luxurious mansion and a successful company. For some, paradise is a river of fire and demons with frying pans; for others, simply a room from which there is no exit. Those who do not believe in the afterlife die completely after death and merge with the absolute. The soul is drawn to a certain pole; wherever a person believes they will go, that is where they will end up. One might say—then any gangster can convince himself that he is innocent and go to Heaven. No, it is not that easy. He can convince a jury, he can convince himself, but in his subconscious, he will know about his crimes. After death, there will be no bosses to point to and say—he ordered me to do it! After death, you will judge yourself and pass the sentence. This is the duality of Heaven and Hell; it's not that they couldn't think of anything more diverse, it's just that much boils down to this.

And now for a corner of cynicism:
The world is ruled by pleasures! Love, death—these are all Tools. Not dismissive tools like a hammer or a tractor, but Tools like the ear is a tool for hearing. Moreover, I didn't mean pleasures in the banal sense (drinking, erotica), but diverse pleasures—it could be admiring a painting, a sense of one's own importance, relaxing in nature, drinking in good company, a morning by a quiet river. Ask a gangster—what does he need? He'll say: money. Why? To have girls, to live like a human being, to get rid of the cops... Ask a scientist—what does he need? He'll say: the implementation of his invention, or fame, or money. For what purpose is all this? To feel important, to live well, to change the world for the better in the end... Ask a poet in love—what does he need? A retreat in nature, to have his beloved nearby... Why: he is in love... Everything I listed are pleasures... Why do some gangsters or businessmen experience a feeling of emptiness and satiety once they acquire wealth? They have tried all the base pleasures, they have nothing to do, plenty of time, unnecessary thoughts about the life they've lived appear... Some save themselves by driving themselves into a frenzy with drinking binges, some find some simple, sublime pleasure that they understand, like a sublime love for one woman or collecting, but few manage to regain that taste for life they had before. Base pleasures must harmonize with sublime ones.