Scipii Vulcan temple gives you experience boost, as does the Bruti (is is Mars?) one. The Scipii Neptune temple, as expected, allows you to build more badass warships when it is big enough.
But in general, it depends, as a roman faction, i generaly build the military boosting temples in my 'home' cities, and the temple to Saturn (or whatever, the one that gives +X% to both law and public happyness), to keep them happyier, the further away from your capital you get, then all the extra happyness points are a must.
There is pop growth boosting temple in many factions, this is great if you've conquered a small city (or just killed most of the population) and wantto grow it fast, but i would advise demolishing it when your city gets big.
Some factions also have trade boosting temples, idealy build them in your most profitable trading cities, but you don't erally need that many, as once you reach a certain size, you'll most probably be drowning in money anwyays.
For some factions (the Britons for example) a certain temple is needed in order to get some of their best units (woadraiders, headthrowers, druids etc.), so they are obvious musts in your key troop building cities.
But basicly, ask you self, what is this city going to be?
Is it a troop/building centre, a cash cow (milk those trade routes), or just a general frontier town that is likely to have happyness issues as it grows.
Then build accordingly.
As for Retinues, it should be noted that whilst some temples give positive ones, some also give negative ones to any family members that stay in the city to long as well. As a general rule, the 'fun' temples (Bacchus, Osiris, Dionysus etc.) give these bad traits (stuff like heavy drinker and what not). So its a trade off, you could get something good, or something bad, maybe even both.
Someone at TW.org made a guide to temples, with the beinfits for every temple by every faction, and each level, as well as the retinues they give.
The thread is here though it hasn't been stickied, and i have no idea if its been made into a file for download. I'v e been toying with teh idea of making it into an easy printout, but have never gotten round to it. Maybe someone could make it into one and host it on the main HG-RTW site?
Bah!