Each race believes that their god/group of gods are the only ones.
Sigmar and the Old Gods are the largest example - Sigmar is now the principle Religion of the Empire.
The Empire is representative of Britain, or Albion as it was called, although the Geographical Situation of The Empire is akin to Germany. Simgar is Jesus Christ. He was a human, then disappeared after all his Miracles, and became a God. Although his Father was not God, the Application is still there.
The Old Gods (coming from the Danish Raiders and Saxon's) were from long before the coming of Sigmar. Each one was worshipped for their strength and aid, and although some worshipped them for being better at one thing (I.e. The Teutogen Tribe worshipped Ulric, the God of Strength, War and Winter above all others), they were each prayed to, and none was seen as being a different religion. It was a Group of Collected Gods, as you will, who worked for their people.
Then came Sigmar. He was one for the people, and did stuff that they would follow. When his tales spread, he was believed more, because he was a physical representation. He was a revelation, but because he was a Physical representation, people believed he would come to aid them whenever they called. Obviously, he didn't, but the belief stuck, and instead of sharpening axes and loosening up, the Empire became more dependant on the belief of Sigmar. It's the one reason as to why the Forces of the Pre-united Empire were so strong. They had the belief of the Old Gods, had to constantly fight against each other, and their enemies, and had a God Amongst Man to lead them. However, when he left, they no longer had internal strife, and became weak.
No God is evil. They are evil from your own interpretation of it.
Are Chaos Evil? Their name implies it, but then again, what do they want? To Control the land, and warp it into their own vision. However, because they aren't human, they're instantly bad.
The Empire - witch hunts, and kills babies even slightly mutated, such as an extra finger (obviously gets worse, but any stigma is eradicated)... Surely that's evil? If you're a mother who's given birth to a child with 6 fingers, and then a Witch Hunter comes out of nowhere, and just kills your child (in horrific ways - throwing the child to dogs, burning it, beheading, one story even had the attempted hanging of a child, or it could have been fluff, written by a fan, but otherwise, it's the same thing), you're going to think they're evil.
Basically, everyone is out for themselves. Dwarves are corrupted as well - Chaos Dwarfs, and Dark Elves are Slaanesh/Khornate Worshipping High Elves.
The Least Evil Races, in a sense are Dwarfs, Chaos (not Daemons, they have innate Malice to everything,for the sake of it, although they are representatives of their gods will, they don't have the vision, jsut the vision to complete a task then they are of no use), Wood Elves, Lizardmen and Bretonnians.