Mind you, I've only read selected passages from Kierkegaard nearly 7 years ago, and have only read The Grand Inquisitor once, around that same time, so take this with a "grain of fuzzy memory"
...
I think you could make some nice comparisons and contrasts between the value that Kierkegaard places on religion and the views expressed by the Grand Inquisitor. For the former, religion was no so much objectively true, and thus believed, but rather
subjectively true-- for Kierkegaard, subjective truth was the most meaningful truth in life; to believe something passionately and with vigor was seen as the essence of life. Thus, in Kierkegaard's view, religion was valuable not so much for its intrinsic worth or factual truth, but rather because of the state of being it provokes in a man. His preference for subjective truth stems from the belief that it is only through intensely realized and devoted subjectivism (be the object of one's subjective beliefs religious or otherwise) that we can quell the anxiety that arises from realizing that we are ultimately free to do as we wish (i.e., that man is self-reliant).
This is similar to the Grand Inquisitor's rationale for rejecting the utility of free will-- that man is incapable of dealing with his free will, unable to rein it in and channel it into something useful, or to arrive at truth, for it is a fickle thing; our ephemeral beliefs about "truth" are quite readily supplanted by the myriad other thoughts and fancies which can strike us at any moment and forcefully usurp our surety. He paints a picture of man as tormented by his capacity for free will, rather than grateful (or the better) for it. The institution of religion-- of a prescriptive, unwavering sort-- is what will lead to the unity of men and an end to the clamor resultant from the exercise of our "free will". Thus, religion is valued here, too, not for its inherent "truth" or "end" (i.e., a love of God or factual accuracy), but rather, as in Kierkegaard's case, because of
the state of being it provokes in man (in the GI's case, religion makes men servile, docile, and unified; the particular state of being that faith engenders under Kierkegaard and the GI are quite different, but in both, religion is seen as a
means to an end, not the end itself). The Grand Inquisitor's very aspect and effect on the townsfolk illustrates man's inherent need for inflexible authoritarianism. In short, people need to be guided by a strong, steady hand-- much like sheep-- rather than being merely trusted to arrive at the truth (a love of God) through the exercise of their own faculties; he feels that all of human existence speaks to these self-evident realities, and that, above all else, man desires unity and peace. Institutionalized religion will provide that unity, that regularity, and that guiding hand to man where free will and intellectual justification have failed.
Now this is where you can contrast the two a bit as well, as Kierkegaard was not a fan of social institutions-- he felt that only one's subjective, personal perceptions of "truth" were meaningful. In that sense, Kierkagaard was sort of the anti-argumentum ad populum.
He believed that one's convictions must stand on their own, without appealing to the ideas of others as evidence for the veracity of one's beliefs. All such attempts to rationalize one's beliefs on the basis of the beliefs of others are inherently misguided, he posited; this would seem to stand opposed to the clannish, hive-like mentality espoused by the Grand Inquisitor (or at least that which would be expected to obtain under his regime), though this would require some more thought (and time) to flesh out fully-- time that I don't have.
Bah, and I didn't even discuss Neitzsche.
Though as I reloaded the page a few times, I saw that people were discussing bits and pieces of his philosophy (NLB2 made some nice posts), so maybe that'll give you a jumping-off point on how to relate it to the other works. By the way, Neitzsche's disavowal and disdain of God and religion cuts much deeper than most are supposing: he viewed the notion of "God" as a man-made construction that helps to assuage men's consciences when they're feeling guilty about either the desire to live by the dictates of their own wills (however selfish they may be), or when they fear being overpowered or outdone by a more naturally gifted man; in that sense, religion is a social construct which keeps the ubermensch from attaining his just rewards-- a life unburdened by social convention and ruled by his will to power. Thus, the "slave morality" was seen as a complete inversion of the natural order of things that was foisted upon humanity by jealous men (jealous of the power of the overman) in order to help the less able masses compensate for their own shortcomings and to keep the overman "in check"; the ubermensch, being reared under such a system, invariably internalizes its proscriptions and lives a docile, common life, never realizing his world-changing potential. Neitzsche abhorred this.
Anyway, I've neglected enough of my own work for this evening; hope this helped some, though I doubt it-- I need more than a few minutes to draw meaningful parallels between works I only read briefly many, many years ago.
EDIT: Oh yeah, I've never read Notes From the Underground, but there is a
lot of existentialist undercurrent in Crime and Punishment, along with theological musings and imagery as well (see: purification by water, which is a recurring theme in the work). I did a paper on just that in junior year of HS-- too bad I threw it out years ago.