If I ever use a spiritual exclamation I generally use "By the Gods!" or "By the Goddess!". But then in my experience Divinity, in whatever form you see it, believe it... is not so petty as to get caught up on human lingo.
As for using "Christ!" as an exclamation... I don't believe in Christ, and therefore it would be more of a lie to state that I did believe in him, then using his name as an exclamation (Which I rarely do anyway.)
As for Buddha, well... he knew that labels were "empty" and only added to the dualistic mindset. I do believe Hinduism treats labels much the same way as Buddha (Or rather it's the other way around, since Buddha came later).
Not sure about Islam... I guess they are in the same boat as Christianity and Judaism, though of course misusing the Prophet's name would also be an offence. *shrugs*
Heathens and Pagans generally treat their deities with a brotherly/sisterly "family" air. I know one Heathen who was a follower of Loki who literally used to swear at his patron. But then, Loki has always had a sense of humor according to the old writings (The Eddas). So I'm sure he was pretty chill about the whole affair, and probably swore back just as much.