There's already plenty of good answers, but thought I would add my bit.
Euphemism has been used as long as we can tell to allow someone to say something that is otherwise offensive. When Christianity was more popular and taken more seriously, any uttering of God, Jesus, etc outside of the context of prayer or other religious ritual, was offensive. There was even a time when referring to God's wounds or God's body was also offensive.
But there is an innate desire to "curse" under certain circumstances, such as when you stub your toe, or drop your dinner, or hear your wife nag you for the tenth time "Get off that damn SE and take out the trash," to which you readily reply "Oh, for Christ's sake, I'm getting to it!" Why this innate desire exists remains unknown, but it surely does, and there is a wealth of studies on its affect on the psyche.
The innate desire to curse and the religious bindings on certain phrases or words make for prime choices for when a cursing situation does arise. That's why there is an urge to yell out "Christ" when you drop something rather than "Mahatma Ghandi!" Born from that, we get "For Christ's sake", et al. In decades past, your could only say such a thing in private company (somewhat today too), so less offensive terms were coined, such as "For Pete's/goodness/pity's sake," et al. Even more obscure ones, like "For crying out loud" came from the original religious curse. (To hint back on obscure, ancient curses, "God's wounds" became "Zounds" or "Gad zooks" and "God's body" became "Odds bodikins.")
So if you want something this is not religious, even indirectly, you will have to stick to the good old dirties: Shit, Fuck, Bitch, Bastard, and a whole host of body part slurs. And if those are not bad enough in your circle, you can really shock them with an out of context n-word (which even I won't say in mixed company*), such as "ni--a please."
I'm so scared of being called a racist that I won't even say that word in an academic setting. Huh. Seems racism is the new control factor. Move over Jesus; Politically Correct Sally's got this.