Holy places, shrines and temples
On the holy ground of shrines and temples, priests feel most secure and closest to their god. You can perform rituals in them.
Adherents of hostile cults have penalties here.
Prayers to replenish favour are stronger here; the monthly one cannot be performed anywhere else at all.
Holy places
This may be the tomb of an angel, an artifact or just a special place. Manifestations of the god may be stronger here than in an ordinary temple, which is also why temples are often built on holy places.
A true believer should definitely visit such a place.
Shrine
A shrine serves both as a refuge for priests and as a pillar of the cult. They are commonly built in villages or smaller towns.
On the grounds of a shrine, all your prayers have a difficulty to overcome that is 2 higher.
Temples
Temples are centers of the power of the deities, and therefore they are built mainly in large cities, to attract new faithful.
On the grounds of a temple, all your prayers have a difficulty to overcome that is 5 higher.