Starting toward a setting

So I decided that I'm working on a setting after all, because the ideas I've been kicking around have finally gelled. Here's the historic precis of what I'm doing:

Two hundred years ago, the plains of Anobrega were sparsely populated by the Calthi, a human group of cattle herders not dissimilar from the Celts of Europe. They had no written language but a long tradition of myth, and a similar tradition of cattle-raids. South of Anobrega was the fortress town of Miradius, the furthest outpost of the Torean Empire. But then the Empire fell, and tens of thousands of refugees fled the violence northward. After some struggle, the southern part of Anobrega was settled by the Toreans, who call the area Ambrecus. They do not have kings; the nobility are ruled by a man called the Praefectus, although in fact only loosely, and in theory would be loyal to the Emperor in Torea if there were one. The Toreans look down on the Calthi, who they call the Galtheani in their own language. Toreans are dark, with olive skin and curly hair, and the men dress in solid colors; women wear flowing dresses with patterns. Calthi are fair, with light hair and eyes, and the men wear ostentatious checkered patterns. The Toreans particularly find their customary trousers to be "barbaric." Another human group, the nomadic Maradani, followed the Toreans north; they are outcasts and wanderers, but provide vital trade links between the Toreans and Calthi, and the lands beyond Anobrega. They wear colorful, loose clothing.

For demihumans: Elves are called the Shae (pronounced "shay") by the Calthi, and were the inhabitants of Anobrega in antiquity. Those who remain live in the western woods, and have no love for humans. Dwarves are considered great heroes; for nearly a thousand years they fought the great Goblin War, and they won four hundred years ago. The last of the goblin hordes was driven asunder and their confederation will never rise again. Before the war, Dwarves were great craftsmen and thinkers, but many of their bloodlines met their end in the victory. With their low fertility rates they will never be able to recover their old civilization; they are a dying race. There is no traditional hatred between elves and dwarves, but not precisely any love. Halflings are - well, something of a mystery. They attach themselves to the nearby human civilization, and live quietly in its shadow; most Halflings in Anobrega are from the Torean lands, but they are not of them. The only humanoids who live above ground are the orc tribes, which live in the west and rarely pass over the mountains. Goblins used to, before the war, but since then any goblin settlement above ground is destroyed without mercy.

I'm still working on the map; once I have it done I'll scan it in.

In terms of historical analogues the Calthi are the Celts and the Toreans are the Romans, with the Maradani taking up the part of Gypsies. I'm thinking I want the Toreans to have a unifying religion that isn't either Roman paganism or Christianity; maybe something with a Zoroastrian flavor. The Calthi are close to Celtic myth, and I'm thinking that they might have Druids rather than the traditional Cleric. The thing is, the D&D cleric is pretty specifically Christian. What do folks think of this? Is there any religion that these Toreans might have "gotten" in place of Christianity before the Empire fell? Or should they be straightforward Roman analogue pagans, or Christian analogue monotheists? I think the Cleric might work in a pseudo-Zoroastrianism, with the Lawfuls worshipping Ahura Mazda (or a lookalike) and the Chaotics Ahriman.

This setting accomplishes a few things for me. First, in terms of feel it's a bit more ancient, which I think is appropriate to a setting a little more like Conan or Fafhrd and the Gray Mouser, than the high medieval of D&D. The equipment list is going to be fairly harsh, in that I will probably wind up removing crossbows, plate armor and polearms; if anyone has a good ancient D&D equipment list I'd love to see it. Second, it gives me a good excuse to use Roman coinage, which I've started to collect, as the basis of game coins.

I'm throwing this out there for feedback - what needs more detail, what's cool and what's lame, and what should I look at for ideas? All sorts of thoughts are appreciated.