In real world religions, to receive your divine blessings you are usually required to follow that religions doctrines.
So maybe for Skyrim (or a mod) each of the Nine Divines could have their own doctrines, (1 or 2) rules and 'suggested playstyles' that you could follow to receive blessings of increasing magnitude the more devoted you are. Some suggested doctrines (I'm not that experienced with TES Religions):
- Don't Eat Meat
- Don't Eat Pork
- Don't Murder
- Don't draw blood
- Don't used bladed weapons
- Don't carry much gold/donate it to the church
- Don't use weapons
- Don't work on a Sunday/visit the church often
- Don't bribe anyone
- Don't wear armor
Maybe each of the divines could have 1 or 2 of their own 'themed' rules with rewards beneficial to different playstyles.