I think my beliefs shape what I play, but only in a "play what you know" sort of way. It's fun to apply the ways that real-life religious people act, good and bad, to, say, a cleric of a deity of death and destruction.

They also, I think, shape my characters in a reverse way--I'm not likely to play a character whose beliefs are very close to mine, just as I don't play characters who look just like me or have the same interests or personality.