The only one I reached max devotion was Pilgrims of the Dark. Never found the covenants to have enjoyable mechanics surrounding them or worthwhile rewards. Mostly just deal with them to get extra lore and world contex.
ADAMWD's forum posts
@somberowl: Sweet, it would be awesome if they did something similar to what they did with Bastion. Really hope this comes to Xbox One.
Don't like them making the shrine mages weaker. They were definitely tough depending on your build, but always doable. Makes that area pretty easy since that boss is pretty terrible. Guess I'll have to see for myself to be certain.
@humanity: yeah, that area would have been pure hell for my warrior dude if I didn't have the dragonrider bow