The show does a good job of getting the small stuff right and the big stuff wrong, mostly from trying to compress the chronology into a single TV season.
To use the first episode of the first season as an example, the episode opens with Caesar having just defeated Vercingetorix and simultaneously receiving word of the death of his daughter Julia (who was married to Pompey). The death of Julia actually occurred two years earlier in the war so that by the time that the Gallic War was over, there was already a significant rift between Caesar and Pompey. For dramatic purposes, the show needs to start at the beginning of the break of Caesar and Pompey but to start in the midst of the Gallic Wars would not be conducive to the amount of episodes they have to work with. As a result, they compressed the chronology and shifted some key events around.
That's an example of something big that is wrong, now for something little that is oh so right. Roman religion, like most polytheistic religions from antiquity, was not about getting some sort of deep spiritual satisfaction, an intimate personal relation with the divine, or salvation. Rather, it was almost a kind of technology used to increase the material prosperity of humans. The gods were incredibly powerful and could directly influence the affairs of humans for bad or good. Just as you would pay respect to a powerful King in the hopes that he would treat you well, a Roman gave sacrifice to the gods to develop a beneficent relationship (a cultus deorom, cultivation of the gods). With such a relation, the gods would see your crops grow rather than whither, give you success in war, and allow your wife to bear a son that survives infancy. As a result, Roman religion has a very contractual sound to it and resembles a business transaction: Venus of Child-Birth I will sacrifice to you a newborn calf if you will see my wife and baby safely through delivery. Should I be unable to attain a newborn calf at an economical price I will sacrifice 3 white geese in it's place should that be pleasing to you. Should the child be stillborn but my wife survive I shall sacrifice 1 white geese. Should my wife die but my child survive I shall sacrifice 2 white geese. If both survive and the child is a boy I shall.... etc.
With that background out of the way, we can see that any production that portrays Roman religiosity in terms of spiritual fulfillment has completely and utterly missed the point. Rather than portraying antiquity as it was they would be projecting more modern approaches to religiosity onto the canvass of antiquity. In the first episode of Rome, Titus Pullo finds himself imprisoned. He makes a vow to Vulcan of Metal Bars, that if Vulcan will free him from his cell he will make appropriate sacrifice. I forget the details of the vow but the dialogue perfectly captures the contractual nature of a Roman vow. By getting that detail right, the do a tremendous job of establishing verisimilitude and a true to antiquity Rome.